+640.8%
HIG vs CNI
+6,516.9%
-5,876.0%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.9% |
| 7D | -1.5% | -0.4% | -1.1% | -1.2% |
| 30D | -0.4% | -2.7% | +2.3% | +1.4% |
| 3M | +6.7% | +3.9% | +2.7% | +3.5% |
| 6M | +2.0% | +16.4% | -14.4% | -9.1% |
| YTD | +0.3% | +25.8% | -25.5% | -15.9% |
| 1Y | +4.2% | +32.4% | -28.2% | -16.1% |
| 3Y | +102.2% | +19.1% | +83.2% | +69.4% |
| 5Y | +118.5% | +13.6% | +104.9% | +83.3% |
| 10Y | +311.1% | +136.8% | +174.3% | +93.5% |
| All | +640.8% | +6,516.9% | -5,876.0% | -26.7% |
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 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