-41.9%
IT vs CNI
+12.6%
-54.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.9% | +4.4% | +4.8% |
| 7D | -3.7% | -0.4% | -3.3% | -3.5% |
| 30D | +0.1% | -2.7% | +2.8% | +1.4% |
| 3M | +20.7% | +3.9% | +16.8% | +18.9% |
| 6M | +12.0% | +16.4% | -4.4% | +4.3% |
| YTD | -28.8% | +25.8% | -54.6% | -36.5% |
| 1Y | -25.5% | +32.4% | -57.9% | -35.5% |
| 3Y | -48.8% | +19.1% | -67.8% | -54.1% |
| All | -41.9% | +12.6% | -54.6% | -46.2% |
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