+405.5%
GH vs CNI
+58.1%
+347.4%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.9% | +1.6% |
| 7D | -0.2% | +0.9% | -1.0% | -0.8% |
| 30D | -2.6% | -2.1% | -0.5% | -1.4% |
| 3M | +25.1% | +1.8% | +23.3% | +23.0% |
| 6M | +78.5% | +14.8% | +63.7% | +61.3% |
| YTD | +59.4% | +25.4% | +34.0% | +34.5% |
| 1Y | +173.9% | +32.9% | +140.9% | +120.1% |
| 3Y | +382.7% | +20.2% | +362.6% | +310.6% |
| 5Y | +24.4% | +12.2% | +12.2% | +12.8% |
| All | +405.5% | +58.1% | +347.4% | +222.1% |
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