+1,181.4%
MET vs CNI
+4,102.7%
-2,921.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +1.1% | +2.5% | -1.4% | -0.6% |
| 30D | -2.3% | -2.5% | +0.2% | -0.6% |
| 3M | +13.9% | +2.7% | +11.2% | +11.2% |
| 6M | +34.8% | +16.9% | +17.9% | +18.9% |
| YTD | +23.5% | +26.3% | -2.8% | +2.3% |
| 1Y | +23.4% | +31.1% | -7.7% | -0.9% |
| 3Y | +64.9% | +21.1% | +43.8% | +37.4% |
| 5Y | +82.0% | +11.0% | +71.0% | +57.3% |
| 10Y | +244.4% | +128.1% | +116.2% | +71.8% |
| All | +1,181.4% | +4,102.7% | -2,921.4% | +69.5% |
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