+57.4%
INTC vs CNI
+37.5%
+19.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.1% | -5.9% | -3.4% |
| 7D | -39.0% | +3.7% | -42.8% | -38.6% |
| 30D | -49.8% | +8.1% | -57.9% | -49.2% |
| 3M | -42.2% | +1.9% | -44.1% | -41.6% |
| 6M | -39.2% | +19.2% | -58.4% | -39.7% |
| YTD | +57.9% | +32.7% | +25.2% | +50.3% |
| 1Y | +57.4% | +37.0% | +20.4% | +44.9% |
| All | +57.4% | +37.5% | +19.8% | +44.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling