-24.0%
MKTX vs CNI
+19.7%
-43.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.1% |
| 7D | -0.2% | -0.4% | +0.1% | -0.2% |
| 30D | +0.7% | -2.7% | +3.4% | +0.8% |
| 3M | +40.8% | +3.9% | +36.9% | +39.8% |
| 6M | -8.0% | +16.4% | -24.3% | -10.2% |
| YTD | -8.7% | +25.8% | -34.5% | -11.9% |
| 1Y | -11.8% | +32.4% | -44.2% | -15.6% |
| 3Y | -24.0% | +19.1% | -43.1% | -27.8% |
| All | -24.0% | +19.7% | -43.8% | -27.8% |
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