-93.7%
IRE vs CNI
+16.1%
-109.9%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +0.6% | +11.5% | +13.3% |
| 7D | -15.1% | -1.1% | -14.0% | -17.1% |
| 30D | -71.4% | +7.6% | -79.0% | -66.3% |
| 3M | -81.2% | +1.6% | -82.7% | -80.8% |
| 6M | -93.7% | +16.6% | -110.3% | -96.1% |
| All | -93.7% | +16.1% | -109.9% | -96.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling