-82.0%
IRE vs CNI
+31.1%
-113.1%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | 0.0% | +10.2% | +10.2% |
| 7D | +58.9% | +2.5% | +56.4% | +57.2% |
| 30D | +17.2% | -2.5% | +19.7% | +18.8% |
| 3M | -58.6% | +2.7% | -61.3% | -62.1% |
| 6M | -23.5% | +16.9% | -40.4% | -39.8% |
| YTD | -47.4% | +26.3% | -73.8% | -56.9% |
| All | -82.0% | +31.1% | -113.1% | -84.4% |
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 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