-32.5%
MKC vs CNI
+12.6%
-45.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.2% |
| 7D | -1.5% | -0.4% | -1.1% | -1.4% |
| 30D | -3.1% | -2.7% | -0.4% | -2.4% |
| 3M | +5.2% | +3.9% | +1.3% | +4.0% |
| 6M | -12.8% | +16.4% | -29.2% | -16.6% |
| YTD | -23.3% | +25.8% | -49.1% | -28.2% |
| 1Y | -24.1% | +32.4% | -56.5% | -30.1% |
| 3Y | -32.1% | +19.1% | -51.2% | -36.5% |
| All | -32.5% | +12.6% | -45.1% | -37.4% |
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