+212.6%
IEFA vs CNI
+260.0%
-47.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.6% |
| 7D | -1.6% | -0.4% | -1.2% | -1.4% |
| 30D | -1.5% | -2.7% | +1.2% | -0.3% |
| 3M | +3.4% | +3.9% | -0.5% | +1.2% |
| 6M | +9.5% | +16.4% | -6.9% | +1.3% |
| YTD | +13.0% | +25.8% | -12.8% | +0.5% |
| 1Y | +18.0% | +32.4% | -14.4% | +2.2% |
| 3Y | +65.4% | +19.1% | +46.3% | +48.2% |
| 5Y | +51.6% | +13.6% | +38.0% | +36.9% |
| 10Y | +146.7% | +136.8% | +9.9% | +50.5% |
| All | +212.6% | +260.0% | -47.4% | +46.9% |
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