+243.8%
HPQ vs CNI
+138.2%
+105.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.9% | +7.5% | +7.8% |
| 7D | +9.8% | -0.4% | +10.1% | +10.0% |
| 30D | +22.4% | -2.7% | +25.1% | +24.5% |
| 3M | +45.2% | +3.9% | +41.2% | +41.5% |
| 6M | +96.4% | +16.4% | +80.1% | +76.3% |
| YTD | +65.4% | +25.8% | +39.6% | +40.2% |
| 1Y | +31.6% | +32.4% | -0.8% | +7.4% |
| 3Y | +37.0% | +19.1% | +18.0% | +17.1% |
| 5Y | +53.0% | +13.6% | +39.4% | +33.7% |
| All | +243.8% | +138.2% | +105.6% | +85.6% |
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 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