-8.1%
M vs CNI
+140.9%
-149.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.9% |
| 7D | +7.0% | +2.5% | +4.5% | +5.0% |
| 30D | +8.9% | +6.1% | +2.8% | +4.3% |
| 3M | +4.5% | +0.1% | +4.4% | +4.5% |
| 6M | +36.2% | +14.9% | +21.3% | +21.6% |
| YTD | +15.1% | +30.9% | -15.8% | -8.5% |
| 1Y | +27.4% | +33.9% | -6.5% | -0.7% |
| 3Y | +160.1% | +20.2% | +139.9% | +118.9% |
| 5Y | -1.6% | +8.2% | -9.8% | -10.1% |
| All | -8.1% | +140.9% | -149.0% | -53.4% |
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 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