+149.4%
MAR vs CNI
+12.6%
+136.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.2% |
| 7D | -0.5% | -0.4% | -0.2% | -0.3% |
| 30D | -5.4% | -2.7% | -2.7% | -4.0% |
| 3M | -15.5% | +3.9% | -19.4% | -17.6% |
| 6M | +3.0% | +16.4% | -13.4% | -6.3% |
| YTD | +8.5% | +25.8% | -17.3% | -5.8% |
| 1Y | +26.0% | +32.4% | -6.4% | +5.8% |
| 3Y | +68.6% | +19.1% | +49.5% | +47.6% |
| All | +149.4% | +12.6% | +136.8% | +127.3% |
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