+140.1%
GOOGL vs CNI
+12.6%
+127.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.4% |
| 7D | 0.0% | -0.4% | +0.4% | +0.2% |
| 30D | -1.4% | -2.7% | +1.3% | -0.3% |
| 3M | -5.3% | +3.9% | -9.2% | -7.5% |
| 6M | +9.8% | +16.4% | -6.6% | +1.4% |
| YTD | +8.4% | +25.8% | -17.4% | -4.2% |
| 1Y | +41.2% | +32.4% | +8.8% | +21.3% |
| 3Y | +149.6% | +19.1% | +130.5% | +119.6% |
| All | +140.1% | +12.6% | +127.4% | +113.5% |
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