+10.6%
IOT vs CNI
+37.5%
-27.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.1% | +2.0% | +4.4% |
| 7D | -0.5% | +3.7% | -4.2% | +0.1% |
| 30D | +1.0% | +8.1% | -7.1% | +2.1% |
| 3M | +10.9% | +1.9% | +9.0% | +10.6% |
| 6M | +39.9% | +19.2% | +20.7% | +47.9% |
| YTD | +20.8% | +32.7% | -12.0% | +24.2% |
| 1Y | +10.6% | +37.0% | -26.4% | +10.4% |
| All | +10.6% | +37.5% | -27.0% | +10.4% |
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