+6.8%
GAP vs CNI
+11.3%
-4.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.6% |
| 7D | -6.3% | -1.1% | -5.2% | -5.4% |
| 30D | -0.2% | -3.5% | +3.3% | +2.7% |
| 3M | 0.0% | +2.2% | -2.2% | -2.6% |
| 6M | -8.1% | +15.1% | -23.2% | -20.0% |
| YTD | -16.5% | +24.7% | -41.1% | -32.5% |
| 1Y | -10.5% | +33.4% | -43.8% | -32.3% |
| 3Y | +104.0% | +19.5% | +84.5% | +70.7% |
| 5Y | +6.8% | +12.6% | -5.8% | -2.8% |
| All | +6.8% | +11.3% | -4.5% | -2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling