+232.7%
LITE vs CNI
+37.5%
+195.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +2.1% | -10.0% | -7.2% |
| 7D | -31.4% | +3.7% | -35.2% | -30.5% |
| 30D | -42.6% | +8.1% | -50.7% | -41.4% |
| 3M | -26.2% | +1.9% | -28.1% | -24.9% |
| 6M | -35.8% | +19.2% | -55.0% | -34.7% |
| YTD | +70.0% | +32.7% | +37.3% | +77.0% |
| 1Y | +232.7% | +37.0% | +195.7% | +246.5% |
| All | +232.7% | +37.5% | +195.2% | +246.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling