-4.6%
IP vs CNI
+32.7%
-37.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.7% |
| 7D | -0.3% | +2.5% | -2.8% | -1.6% |
| 30D | +7.9% | +6.1% | +1.8% | +4.4% |
| 3M | -15.3% | +0.1% | -15.4% | -15.3% |
| 6M | +10.5% | +14.9% | -4.4% | +2.1% |
| YTD | -9.4% | +30.9% | -40.3% | -24.5% |
| 1Y | -4.6% | +33.9% | -38.5% | -22.3% |
| All | -4.6% | +32.7% | -37.4% | -22.3% |
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 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