+5,627.6%
LOW vs CNI
+6,494.7%
-867.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.3% | -0.7% |
| 7D | -0.6% | +0.9% | -1.5% | -1.1% |
| 30D | -9.3% | -2.1% | -7.2% | -8.3% |
| 3M | -8.1% | +1.8% | -9.9% | -9.0% |
| 6M | -19.8% | +14.8% | -34.6% | -25.4% |
| YTD | -16.4% | +25.4% | -41.8% | -25.8% |
| 1Y | -24.7% | +32.9% | -57.6% | -35.2% |
| 3Y | -8.8% | +20.2% | -29.0% | -18.4% |
| 5Y | +7.8% | +12.2% | -4.4% | -1.4% |
| 10Y | +233.8% | +136.0% | +97.8% | +110.8% |
| All | +5,627.6% | +6,494.7% | -867.0% | +761.8% |
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