+238.0%
GM vs CNI
+410.3%
-172.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -1.2% |
| 7D | -2.4% | -0.4% | -2.1% | -2.2% |
| 30D | -1.1% | -2.7% | +1.6% | +0.7% |
| 3M | +6.1% | +3.9% | +2.2% | +2.9% |
| 6M | +15.0% | +16.4% | -1.4% | +2.8% |
| YTD | +6.0% | +25.8% | -19.8% | -10.7% |
| 1Y | +47.1% | +32.4% | +14.7% | +19.2% |
| 3Y | +170.5% | +19.1% | +151.4% | +132.9% |
| 5Y | +80.5% | +13.6% | +66.9% | +59.2% |
| 10Y | +238.7% | +136.8% | +101.9% | +77.1% |
| All | +238.0% | +410.3% | -172.3% | -4.3% |
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