+1,754.0%
HCA vs CNI
+335.2%
+1,418.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +0.9% |
| 7D | +5.4% | -0.4% | +5.8% | +5.6% |
| 30D | +3.0% | -2.7% | +5.7% | +4.4% |
| 3M | +13.0% | +3.9% | +9.1% | +10.5% |
| 6M | -20.3% | +16.4% | -36.6% | -26.9% |
| YTD | -8.2% | +25.8% | -34.0% | -19.7% |
| 1Y | +6.7% | +32.4% | -25.7% | -9.6% |
| 3Y | +60.4% | +19.1% | +41.3% | +40.1% |
| 5Y | +73.4% | +13.6% | +59.9% | +53.7% |
| 10Y | +506.9% | +136.8% | +370.1% | +255.2% |
| All | +1,754.0% | +335.2% | +1,418.7% | +602.6% |
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