+547.0%
HPQ vs CNI
+6,457.9%
-5,910.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.3% |
| 7D | +3.5% | -1.1% | +4.6% | +4.0% |
| 30D | +13.7% | -3.5% | +17.2% | +15.6% |
| 3M | +33.9% | +2.2% | +31.6% | +32.3% |
| 6M | +80.9% | +15.1% | +65.8% | +67.6% |
| YTD | +52.6% | +24.7% | +27.9% | +35.4% |
| 1Y | +21.2% | +33.4% | -12.1% | +3.9% |
| 3Y | +26.9% | +19.5% | +7.4% | +13.5% |
| 5Y | +41.1% | +12.6% | +28.6% | +29.9% |
| 10Y | +229.6% | +134.7% | +94.9% | +115.1% |
| All | +547.0% | +6,457.9% | -5,910.8% | +17.3% |
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