+2,460.4%
MAR vs CNI
+3,704.9%
-1,244.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.6% | +1.3% |
| 7D | -0.5% | +0.9% | -1.3% | -1.0% |
| 30D | -4.7% | -2.1% | -2.6% | -3.5% |
| 3M | -15.6% | +1.8% | -17.4% | -16.8% |
| 6M | +1.2% | +14.8% | -13.6% | -7.2% |
| YTD | +7.5% | +25.4% | -17.9% | -6.6% |
| 1Y | +26.6% | +32.9% | -6.3% | +6.0% |
| 3Y | +66.0% | +20.2% | +45.8% | +45.4% |
| 5Y | +154.1% | +12.2% | +141.9% | +129.5% |
| 10Y | +441.9% | +136.0% | +305.9% | +209.3% |
| All | +2,460.4% | +3,704.9% | -1,244.5% | +270.0% |
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