+139.4%
IP vs CNI
+6,804.3%
-6,664.8%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -2.0% | -1.7% |
| 7D | -2.8% | -1.1% | -1.7% | -2.1% |
| 30D | +9.2% | +7.6% | +1.6% | +4.2% |
| 3M | -16.1% | +1.6% | -17.7% | -17.0% |
| 6M | +9.6% | +16.6% | -7.0% | -0.7% |
| YTD | -8.8% | +31.3% | -40.0% | -23.7% |
| 1Y | -5.5% | +35.2% | -40.7% | -22.4% |
| 3Y | +19.6% | +21.5% | -1.9% | +2.9% |
| 5Y | -13.5% | +8.5% | -21.9% | -21.5% |
| 10Y | +22.4% | +142.9% | -120.5% | -34.6% |
| All | +139.4% | +6,804.3% | -6,664.8% | -73.7% |
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