+5.2%
LOW vs CNI
+12.6%
-7.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.3% |
| 7D | -3.7% | -0.4% | -3.4% | -3.5% |
| 30D | -8.9% | -2.7% | -6.2% | -7.6% |
| 3M | -10.4% | +3.9% | -14.3% | -12.3% |
| 6M | -19.4% | +16.4% | -35.8% | -25.7% |
| YTD | -17.1% | +25.8% | -42.9% | -26.7% |
| 1Y | -26.3% | +32.4% | -58.7% | -36.6% |
| 3Y | -9.9% | +19.1% | -29.0% | -19.3% |
| All | +5.2% | +12.6% | -7.4% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling