-3.3%
LVS vs CNI
+138.2%
-141.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | 0.0% |
| 7D | -3.5% | -0.4% | -3.1% | -3.2% |
| 30D | -6.2% | -2.7% | -3.5% | -4.7% |
| 3M | -14.8% | +3.9% | -18.8% | -17.2% |
| 6M | -20.9% | +16.4% | -37.2% | -28.9% |
| YTD | -33.0% | +25.8% | -58.9% | -43.2% |
| 1Y | -20.0% | +32.4% | -52.4% | -34.9% |
| 3Y | -6.9% | +19.1% | -26.0% | -20.3% |
| 5Y | +9.1% | +13.6% | -4.5% | -4.0% |
| All | -3.3% | +138.2% | -141.5% | -40.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling