+656.2%
GS vs CNI
+131.5%
+524.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +3.4% | +2.5% | +0.9% | +1.7% |
| 30D | +0.2% | -2.5% | +2.7% | +1.9% |
| 3M | -0.3% | +2.7% | -3.0% | -2.8% |
| 6M | +27.4% | +16.9% | +10.4% | +13.1% |
| YTD | +19.6% | +26.3% | -6.7% | 0.0% |
| 1Y | +42.5% | +31.1% | +11.4% | +15.5% |
| 3Y | +240.4% | +21.1% | +219.4% | +187.0% |
| 5Y | +188.9% | +11.0% | +177.9% | +152.8% |
| All | +656.2% | +131.5% | +524.7% | +265.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling