+13,245.4%
GOOG vs CNI
+1,467.2%
+11,778.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.9% |
| 7D | -2.5% | -1.1% | -1.4% | -2.0% |
| 30D | -3.6% | -3.5% | -0.1% | -2.0% |
| 3M | -6.4% | +2.2% | -8.6% | -8.0% |
| 6M | +7.8% | +15.1% | -7.3% | -0.2% |
| YTD | +5.5% | +24.7% | -19.2% | -6.6% |
| 1Y | +38.3% | +33.4% | +4.9% | +18.0% |
| 3Y | +143.1% | +19.5% | +123.6% | +115.1% |
| 5Y | +135.0% | +12.6% | +122.5% | +113.2% |
| 10Y | +778.1% | +134.7% | +643.4% | +440.6% |
| All | +13,245.4% | +1,467.2% | +11,778.2% | +3,323.0% |
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 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