+3.6%
GOOG vs CNI
+37.5%
-34.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.1% | +1.1% | +3.2% |
| 7D | -10.7% | +3.7% | -14.5% | -10.8% |
| 30D | -16.4% | +8.1% | -24.5% | -16.6% |
| 3M | -23.4% | +1.9% | -25.3% | -23.4% |
| 6M | -24.2% | +19.2% | -43.4% | -26.0% |
| YTD | -8.3% | +32.7% | -41.0% | -9.7% |
| 1Y | +3.6% | +37.0% | -33.4% | +2.6% |
| All | +3.6% | +37.5% | -34.0% | +2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling