-37.6%
GIS vs CNI
+19.7%
-57.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | -6.4% | -0.4% | -6.0% | -6.3% |
| 30D | -6.1% | -2.7% | -3.4% | -5.7% |
| 3M | +7.8% | +3.9% | +3.9% | +7.0% |
| 6M | -8.8% | +16.4% | -25.1% | -11.2% |
| YTD | -19.1% | +25.8% | -44.9% | -22.4% |
| 1Y | -24.8% | +32.4% | -57.2% | -28.5% |
| 3Y | -37.6% | +19.1% | -56.6% | -41.7% |
| All | -37.6% | +19.7% | -57.3% | -41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling