+177.9%
KO vs CNI
+136.1%
+41.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | -1.1% | -1.1% | 0.0% | -0.8% |
| 30D | +1.6% | -3.5% | +5.1% | +2.7% |
| 3M | +5.8% | +2.2% | +3.5% | +4.9% |
| 6M | +14.3% | +15.1% | -0.8% | +9.0% |
| YTD | +27.3% | +24.7% | +2.6% | +18.1% |
| 1Y | +33.2% | +33.4% | -0.2% | +20.7% |
| 3Y | +64.5% | +19.5% | +45.0% | +51.7% |
| 5Y | +83.1% | +12.6% | +70.6% | +69.5% |
| All | +177.9% | +136.1% | +41.8% | +99.1% |
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