+479.1%
GIS vs CNI
+6,457.9%
-5,978.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.5% | -3.0% |
| 7D | -8.4% | -1.1% | -7.3% | -8.2% |
| 30D | -5.2% | -3.5% | -1.7% | -4.6% |
| 3M | +8.2% | +2.2% | +6.0% | +7.7% |
| 6M | -12.0% | +15.1% | -27.1% | -14.2% |
| YTD | -18.9% | +24.7% | -43.6% | -22.1% |
| 1Y | -23.6% | +33.4% | -57.0% | -27.5% |
| 3Y | -37.6% | +19.5% | -57.1% | -40.0% |
| 5Y | -25.2% | +12.6% | -37.7% | -27.9% |
| 10Y | -19.3% | +134.7% | -154.0% | -32.8% |
| All | +479.1% | +6,457.9% | -5,978.8% | +189.6% |
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 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