+82.6%
IVV vs CNI
+11.3%
+71.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -2.0% | -1.1% | -0.9% | -1.5% |
| 30D | -1.6% | -3.5% | +1.9% | -0.2% |
| 3M | +4.8% | +2.2% | +2.5% | +3.4% |
| 6M | +12.6% | +15.1% | -2.5% | +5.0% |
| YTD | +11.8% | +24.7% | -12.9% | +0.1% |
| 1Y | +17.6% | +33.4% | -15.8% | +1.6% |
| 3Y | +77.0% | +19.5% | +57.5% | +57.5% |
| 5Y | +82.6% | +12.6% | +70.0% | +66.2% |
| All | +82.6% | +11.3% | +71.3% | +66.2% |
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