+953.6%
LSCC vs CNI
+6,541.6%
-5,588.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | +1.3% | -2.1% | +3.4% | +2.8% |
| 30D | -9.7% | -3.3% | -6.4% | -7.6% |
| 3M | -23.7% | +3.8% | -27.5% | -26.3% |
| 6M | +26.5% | +12.7% | +13.8% | +15.4% |
| YTD | +57.5% | +26.3% | +31.2% | +32.3% |
| 1Y | +75.7% | +29.9% | +45.8% | +43.8% |
| 3Y | +19.5% | +15.9% | +3.5% | +6.5% |
| 5Y | +83.8% | +6.9% | +76.8% | +75.3% |
| 10Y | +1,772.4% | +126.8% | +1,645.6% | +956.5% |
| All | +953.6% | +6,541.6% | -5,588.0% | -18.1% |
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