-58.4%
GME vs CNI
+12.6%
-71.1%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +3.2% |
| 7D | +10.4% | -0.4% | +10.8% | +10.6% |
| 30D | +14.1% | -2.7% | +16.8% | +15.9% |
| 3M | -4.6% | +3.9% | -8.6% | -7.5% |
| 6M | -13.5% | +16.4% | -29.9% | -22.8% |
| YTD | +5.3% | +25.8% | -20.5% | -12.1% |
| 1Y | -14.9% | +32.4% | -47.3% | -32.0% |
| 3Y | +24.3% | +19.1% | +5.2% | +3.2% |
| All | -58.4% | +12.6% | -71.1% | -64.9% |
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