+340.5%
JCI vs CNI
+138.2%
+202.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +1.7% |
| 7D | +0.7% | -0.4% | +1.1% | +1.0% |
| 30D | -4.4% | -2.7% | -1.7% | -3.0% |
| 3M | +1.7% | +3.9% | -2.3% | -1.0% |
| 6M | +8.8% | +16.4% | -7.6% | -1.1% |
| YTD | +22.6% | +25.8% | -3.2% | +6.2% |
| 1Y | +36.2% | +32.4% | +3.8% | +14.0% |
| 3Y | +168.0% | +19.1% | +148.9% | +135.1% |
| 5Y | +113.5% | +13.6% | +99.9% | +90.4% |
| All | +340.5% | +138.2% | +202.2% | +149.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling