+2,350.4%
LEN vs CNI
+6,494.7%
-4,144.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +1.0% |
| 7D | -3.4% | +0.9% | -4.2% | -4.0% |
| 30D | -5.7% | -2.1% | -3.5% | -4.3% |
| 3M | -12.2% | +1.8% | -14.0% | -13.6% |
| 6M | -18.3% | +14.8% | -33.1% | -26.2% |
| YTD | -20.2% | +25.4% | -45.6% | -32.4% |
| 1Y | -40.1% | +32.9% | -73.0% | -51.4% |
| 3Y | -26.2% | +20.2% | -46.4% | -36.6% |
| 5Y | -9.8% | +12.2% | -22.0% | -19.8% |
| 10Y | +109.1% | +136.0% | -26.9% | +5.7% |
| All | +2,350.4% | +6,494.7% | -4,144.2% | +169.0% |
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