+15,819.0%
MA vs CNI
+747.3%
+15,071.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.6% |
| 7D | +1.3% | +2.5% | -1.2% | -0.2% |
| 30D | +9.6% | +6.1% | +3.5% | +5.7% |
| 3M | +16.8% | +0.1% | +16.6% | +16.4% |
| 6M | +35.2% | +14.9% | +20.3% | +23.5% |
| YTD | +16.6% | +30.9% | -14.3% | -3.2% |
| 1Y | +19.8% | +33.9% | -14.1% | -2.1% |
| 3Y | +70.7% | +20.2% | +50.5% | +45.8% |
| 5Y | +87.4% | +8.2% | +79.2% | +68.8% |
| 10Y | +570.0% | +142.2% | +427.9% | +250.7% |
| All | +15,819.0% | +747.3% | +15,071.8% | +3,747.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling