+403.7%
IT vs CNI
+6,494.7%
-6,091.0%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -0.9% | -1.3% |
| 7D | -9.1% | +0.9% | -10.0% | -9.5% |
| 30D | -12.2% | -2.1% | -10.0% | -11.3% |
| 3M | +7.8% | +1.8% | +6.0% | +7.1% |
| 6M | +2.0% | +14.8% | -12.8% | -4.9% |
| YTD | -32.7% | +25.4% | -58.1% | -40.1% |
| 1Y | -31.1% | +32.9% | -64.0% | -40.5% |
| 3Y | -52.1% | +20.2% | -72.3% | -57.1% |
| 5Y | -46.3% | +12.2% | -58.4% | -50.7% |
| 10Y | +91.4% | +136.0% | -44.6% | +22.9% |
| All | +403.7% | +6,494.7% | -6,091.0% | +0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling