+27.9%
GAP vs CNI
+138.2%
-110.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.1% |
| 7D | -4.1% | -0.4% | -3.7% | -3.7% |
| 30D | +6.2% | -2.7% | +8.9% | +8.7% |
| 3M | -0.7% | +3.9% | -4.6% | -4.7% |
| 6M | -7.1% | +16.4% | -23.5% | -20.1% |
| YTD | -14.1% | +25.8% | -39.9% | -31.4% |
| 1Y | -8.5% | +32.4% | -40.9% | -30.5% |
| 3Y | +115.4% | +19.1% | +96.3% | +80.0% |
| 5Y | +9.8% | +13.6% | -3.7% | -4.5% |
| All | +27.9% | +138.2% | -110.3% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CNI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling