-83.2%
IRE vs CNI
+30.1%
-113.4%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.7% | -6.1% | -6.4% |
| 7D | +29.0% | +0.9% | +28.2% | +28.6% |
| 30D | +24.2% | -2.1% | +26.3% | +25.8% |
| 3M | -53.2% | +1.8% | -55.0% | -56.8% |
| 6M | -36.0% | +14.8% | -50.8% | -49.3% |
| YTD | -51.0% | +25.4% | -76.4% | -59.7% |
| All | -83.2% | +30.1% | -113.4% | -85.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling