+104.1%
GLD vs CNI
+8.1%
+96.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.2% |
| 7D | -4.6% | +2.5% | -7.1% | -4.9% |
| 30D | -5.5% | +6.1% | -11.6% | -6.2% |
| 3M | -10.9% | +0.1% | -11.0% | -11.0% |
| 6M | -17.4% | +14.9% | -32.4% | -19.1% |
| YTD | -10.3% | +30.9% | -41.2% | -13.5% |
| 1Y | -7.2% | +33.9% | -41.1% | -10.7% |
| 3Y | +96.9% | +20.2% | +76.7% | +91.1% |
| All | +104.1% | +8.1% | +96.0% | +97.5% |
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