+129.4%
LITE vs CNI
+35.8%
+93.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.5% | +8.2% | +11.1% |
| 7D | -12.9% | +0.3% | -13.2% | -12.8% |
| 30D | -46.0% | +8.0% | -54.0% | -45.1% |
| 3M | -33.0% | +1.0% | -34.0% | -32.1% |
| 6M | -34.0% | +15.2% | -49.2% | -33.4% |
| YTD | +61.7% | +30.9% | +30.8% | +65.8% |
| All | +129.4% | +35.8% | +93.5% | +135.0% |
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 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