-25.5%
IT vs CNI
+33.8%
-59.4%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.9% | +4.4% | +5.1% |
| 7D | -3.7% | -0.4% | -3.3% | -3.6% |
| 30D | +0.1% | -2.7% | +2.8% | +0.5% |
| 3M | +20.7% | +3.9% | +16.8% | +21.0% |
| 6M | +12.0% | +16.4% | -4.4% | +13.1% |
| YTD | -28.8% | +25.8% | -54.6% | -28.3% |
| 1Y | -25.5% | +32.4% | -57.9% | -25.5% |
| All | -25.5% | +33.8% | -59.4% | -25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling