+291.3%
IR vs CNI
+98.8%
+192.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | -2.8% | -2.1% | -0.7% | -1.3% |
| 30D | -15.1% | -3.3% | -11.9% | -13.0% |
| 3M | +6.1% | +3.8% | +2.3% | +3.0% |
| 6M | -16.8% | +12.7% | -29.5% | -24.0% |
| YTD | -3.5% | +26.3% | -29.8% | -19.1% |
| 1Y | -3.5% | +29.9% | -33.4% | -21.1% |
| 3Y | +9.5% | +15.9% | -6.5% | -4.4% |
| 5Y | +45.1% | +6.9% | +38.1% | +32.4% |
| All | +291.3% | +98.8% | +192.5% | +118.9% |
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