+854.7%
LSCC vs CNI
+6,614.8%
-5,760.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.9% | +9.1% | +8.5% |
| 7D | +13.0% | +0.3% | +12.7% | +12.7% |
| 30D | -19.8% | +7.2% | -27.0% | -23.9% |
| 3M | -18.4% | -1.3% | -17.1% | -18.1% |
| 6M | -16.1% | +11.8% | -27.9% | -23.3% |
| YTD | +42.7% | +27.7% | +15.1% | +18.5% |
| 1Y | +68.0% | +33.5% | +34.5% | +34.9% |
| 3Y | +85.8% | +19.3% | +66.5% | +62.1% |
| 5Y | +28.0% | +3.1% | +24.9% | +25.1% |
| 10Y | +1,255.1% | +141.2% | +1,113.9% | +631.7% |
| All | +854.7% | +6,614.8% | -5,760.1% | -26.7% |
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 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