+2,064.0%
GS vs CNI
+3,611.9%
-1,547.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +0.9% | -2.1% | +3.0% | +2.3% |
| 30D | -1.6% | -3.3% | +1.7% | +0.5% |
| 3M | -4.5% | +3.8% | -8.3% | -7.4% |
| 6M | +20.9% | +12.7% | +8.2% | +10.7% |
| YTD | +19.9% | +26.3% | -6.4% | +1.2% |
| 1Y | +41.4% | +29.9% | +11.5% | +16.7% |
| 3Y | +239.2% | +15.9% | +223.2% | +198.3% |
| 5Y | +185.0% | +6.9% | +178.1% | +159.6% |
| 10Y | +655.0% | +126.8% | +528.2% | +314.0% |
| All | +2,064.0% | +3,611.9% | -1,547.9% | +174.4% |
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