-84.4%
IRE vs CNI
+30.6%
-115.0%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.4% |
| 7D | -4.5% | -0.4% | -4.1% | -4.3% |
| 30D | -7.8% | -2.7% | -5.1% | -6.5% |
| 3M | -60.0% | +3.9% | -63.9% | -64.1% |
| 6M | -48.3% | +16.4% | -64.6% | -59.2% |
| YTD | -54.5% | +25.8% | -80.3% | -62.6% |
| All | -84.4% | +30.6% | -115.0% | -86.4% |
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