-12.4%
IP vs CNI
+2.7%
-15.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.8% | +1.8% |
| 7D | -5.1% | +0.3% | -5.4% | -5.2% |
| 30D | +8.5% | +7.2% | +1.3% | +4.7% |
| 3M | -13.8% | -1.3% | -12.5% | -13.3% |
| 6M | +5.7% | +11.8% | -6.0% | -0.2% |
| YTD | -9.1% | +27.7% | -36.8% | -20.3% |
| 1Y | -0.8% | +33.5% | -34.3% | -14.9% |
| 3Y | +14.8% | +19.3% | -4.5% | +1.0% |
| All | -12.4% | +2.7% | -15.0% | -20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling