+84.7%
LSCC vs CNI
+11.4%
+73.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | +1.3% | -2.1% | +3.4% | +3.2% |
| 30D | -9.7% | -3.3% | -6.4% | -7.1% |
| 3M | -23.7% | +3.8% | -27.5% | -27.1% |
| 6M | +26.5% | +12.7% | +13.8% | +11.6% |
| YTD | +57.5% | +26.3% | +31.2% | +24.2% |
| 1Y | +75.7% | +29.9% | +45.8% | +33.6% |
| 3Y | +19.5% | +15.9% | +3.5% | +0.2% |
| All | +84.7% | +11.4% | +73.3% | +63.7% |
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