+41.4%
GS vs CNI
+29.8%
+11.6%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +0.9% | -2.1% | +3.0% | +1.4% |
| 30D | -1.6% | -3.3% | +1.7% | -0.9% |
| 3M | -4.5% | +3.8% | -8.3% | -5.7% |
| 6M | +20.9% | +12.7% | +8.2% | +15.9% |
| YTD | +19.9% | +26.3% | -6.4% | +11.6% |
| 1Y | +41.4% | +29.9% | +11.5% | +30.1% |
| All | +41.4% | +29.8% | +11.6% | +30.1% |
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