-1.8%
MA vs CNI
+31.9%
-33.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -3.5% | -1.1% | -2.4% | -3.4% |
| 30D | +0.7% | -3.5% | +4.2% | +0.9% |
| 3M | +15.8% | +2.2% | +13.6% | +15.4% |
| 6M | +10.2% | +15.1% | -4.9% | +7.7% |
| YTD | -0.5% | +24.7% | -25.2% | -5.4% |
| 1Y | -1.8% | +33.4% | -35.2% | -9.1% |
| All | -1.8% | +31.9% | -33.8% | -9.1% |
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