+673.1%
GE vs CNI
+6,516.9%
-5,843.8%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.6% |
| 7D | -4.0% | -0.4% | -3.6% | -3.8% |
| 30D | -11.4% | -2.7% | -8.7% | -10.1% |
| 3M | -2.6% | +3.9% | -6.5% | -5.0% |
| 6M | -0.3% | +16.4% | -16.7% | -8.5% |
| YTD | +5.4% | +25.8% | -20.4% | -7.6% |
| 1Y | +15.5% | +32.4% | -16.9% | -1.8% |
| 3Y | +260.8% | +19.1% | +241.7% | +218.8% |
| 5Y | +421.6% | +13.6% | +408.1% | +367.7% |
| 10Y | +150.6% | +136.8% | +13.8% | +51.9% |
| All | +673.1% | +6,516.9% | -5,843.8% | +8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling