+142.4%
GILD vs CNI
+12.6%
+129.8%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.0% |
| 7D | -4.8% | -0.4% | -4.4% | -4.7% |
| 30D | +5.8% | -2.7% | +8.5% | +6.4% |
| 3M | +14.9% | +3.9% | +11.0% | +13.9% |
| 6M | -0.4% | +16.4% | -16.7% | -4.0% |
| YTD | +18.5% | +25.8% | -7.3% | +11.9% |
| 1Y | +25.1% | +32.4% | -7.3% | +16.5% |
| 3Y | +105.9% | +19.1% | +86.8% | +94.6% |
| All | +142.4% | +12.6% | +129.8% | +127.6% |
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