+1,075.8%
GME vs CNI
+2,187.2%
-1,111.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.7% | +6.0% | +5.7% |
| 7D | +4.8% | +0.9% | +4.0% | +4.4% |
| 30D | +5.9% | -2.1% | +8.0% | +6.8% |
| 3M | -10.7% | +1.8% | -12.5% | -11.8% |
| 6M | -19.8% | +14.8% | -34.6% | -25.7% |
| YTD | -0.9% | +25.4% | -26.3% | -12.8% |
| 1Y | -15.7% | +32.9% | -48.6% | -28.1% |
| 3Y | +12.3% | +20.2% | -7.9% | 0.0% |
| 5Y | -60.1% | +12.2% | -72.2% | -62.7% |
| 10Y | +265.3% | +136.0% | +129.3% | +105.1% |
| All | +1,075.8% | +2,187.2% | -1,111.5% | +96.2% |
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