+7.5%
IR vs CNI
+19.3%
-11.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.6% |
| 7D | -1.9% | +0.9% | -2.8% | -2.4% |
| 30D | -15.0% | -2.1% | -12.9% | -13.9% |
| 3M | -0.4% | +1.8% | -2.2% | -1.6% |
| 6M | -15.0% | +14.8% | -29.9% | -22.3% |
| YTD | -7.1% | +25.4% | -32.4% | -19.4% |
| 1Y | -7.5% | +32.9% | -40.5% | -22.9% |
| All | +7.5% | +19.3% | -11.9% | -7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling