+137.1%
GLD vs CNI
+11.3%
+125.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.2% | -1.7% |
| 7D | -3.4% | -1.1% | -2.3% | -3.2% |
| 30D | -1.1% | -3.5% | +2.4% | -0.7% |
| 3M | +5.8% | +2.2% | +3.6% | +5.4% |
| 6M | -17.1% | +15.1% | -32.1% | -18.7% |
| YTD | 0.0% | +24.7% | -24.7% | -2.9% |
| 1Y | +18.2% | +33.4% | -15.1% | +14.0% |
| 3Y | +122.6% | +19.5% | +103.1% | +116.5% |
| 5Y | +137.1% | +12.6% | +124.5% | +130.0% |
| All | +137.1% | +11.3% | +125.8% | +130.0% |
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