+20.4%
M vs CNI
+11.3%
+9.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.6% | -4.1% | -4.3% |
| 7D | -8.8% | -1.1% | -7.7% | -7.9% |
| 30D | -16.4% | -3.5% | -12.9% | -14.1% |
| 3M | -10.8% | +2.2% | -13.0% | -12.8% |
| 6M | +16.1% | +15.1% | +1.0% | +2.5% |
| YTD | -5.3% | +24.7% | -29.9% | -22.3% |
| 1Y | +24.9% | +33.4% | -8.5% | -3.6% |
| 3Y | +97.5% | +19.5% | +78.0% | +62.9% |
| 5Y | +20.4% | +12.6% | +7.8% | +9.7% |
| All | +20.4% | +11.3% | +9.1% | +9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling