+37.2%
M vs CNI
+37.5%
-0.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +2.1% | +5.5% | +6.7% |
| 7D | +8.3% | +3.7% | +4.5% | +6.7% |
| 30D | +14.2% | +8.1% | +6.1% | +10.7% |
| 3M | -1.1% | +1.9% | -3.0% | -2.0% |
| 6M | +36.6% | +19.2% | +17.4% | +26.3% |
| YTD | +19.8% | +32.7% | -12.9% | +4.3% |
| 1Y | +37.2% | +37.0% | +0.2% | +16.4% |
| All | +37.2% | +37.5% | -0.4% | +16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling