+970.4%
JCI vs CNI
+6,494.7%
-5,524.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -0.6% |
| 7D | +4.1% | +0.9% | +3.2% | +3.6% |
| 30D | -3.8% | -2.1% | -1.7% | -2.9% |
| 3M | -1.6% | +1.8% | -3.5% | -2.8% |
| 6M | +9.5% | +14.8% | -5.3% | +1.6% |
| YTD | +21.7% | +25.4% | -3.7% | +7.9% |
| 1Y | +37.1% | +32.9% | +4.2% | +17.7% |
| 3Y | +165.2% | +20.2% | +145.0% | +137.0% |
| 5Y | +110.3% | +12.2% | +98.1% | +93.4% |
| 10Y | +341.0% | +136.0% | +205.0% | +177.8% |
| All | +970.4% | +6,494.7% | -5,524.3% | +60.7% |
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