-1.5%
MCD vs CNI
+21.3%
-22.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.0% | +2.5% | -4.5% | -2.5% |
| 30D | -6.1% | -2.5% | -3.6% | -5.7% |
| 3M | -7.3% | +2.7% | -10.0% | -7.7% |
| 6M | -20.9% | +16.9% | -37.9% | -23.4% |
| YTD | -14.7% | +26.3% | -41.0% | -18.6% |
| 1Y | -16.1% | +31.1% | -47.2% | -20.6% |
| 3Y | -1.5% | +21.1% | -22.6% | -7.2% |
| All | -1.5% | +21.3% | -22.8% | -7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling