+122.7%
HOOD vs CNI
+8.1%
+114.6%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -3.9% |
| 7D | -3.8% | +2.5% | -6.3% | -5.6% |
| 30D | -23.0% | +6.1% | -29.1% | -26.5% |
| 3M | -21.6% | +0.1% | -21.8% | -21.6% |
| 6M | +1.4% | +14.9% | -13.5% | -10.4% |
| YTD | -31.2% | +30.9% | -62.0% | -46.4% |
| 1Y | -35.9% | +33.9% | -69.8% | -51.1% |
| 3Y | +836.9% | +20.2% | +816.7% | +679.7% |
| All | +122.7% | +8.1% | +114.6% | +94.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling