+84.4%
GRMN vs CNI
+12.6%
+71.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +3.8% |
| 7D | +2.4% | -0.4% | +2.8% | +2.6% |
| 30D | -8.5% | -2.7% | -5.8% | -7.3% |
| 3M | +19.5% | +3.9% | +15.5% | +17.2% |
| 6M | +21.2% | +16.4% | +4.8% | +12.1% |
| YTD | +41.0% | +25.8% | +15.2% | +25.3% |
| 1Y | +19.6% | +32.4% | -12.8% | +3.4% |
| 3Y | +183.8% | +19.1% | +164.7% | +153.0% |
| All | +84.4% | +12.6% | +71.8% | +70.7% |
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