+273.7%
IR vs CNI
+98.0%
+175.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.9% |
| 7D | -4.5% | -0.4% | -4.1% | -4.2% |
| 30D | -13.9% | -2.7% | -11.2% | -12.2% |
| 3M | -0.3% | +3.9% | -4.3% | -3.3% |
| 6M | -14.3% | +16.4% | -30.7% | -23.6% |
| YTD | -7.9% | +25.8% | -33.7% | -22.5% |
| 1Y | -9.9% | +32.4% | -42.3% | -27.3% |
| 3Y | +6.5% | +19.1% | -12.5% | -8.8% |
| 5Y | +34.0% | +13.6% | +20.5% | +16.5% |
| All | +273.7% | +98.0% | +175.7% | +109.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling