+1,566.8%
MOD vs CNI
+131.5%
+1,435.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +6.3% | +2.5% | +3.8% | +4.1% |
| 30D | -1.7% | -2.5% | +0.8% | +0.5% |
| 3M | -30.1% | +2.7% | -32.8% | -32.3% |
| 6M | +2.7% | +16.9% | -14.2% | -11.2% |
| YTD | +44.1% | +26.3% | +17.7% | +16.9% |
| 1Y | +38.7% | +31.1% | +7.6% | +8.3% |
| 3Y | +309.8% | +21.1% | +288.7% | +243.4% |
| 5Y | +1,569.7% | +11.0% | +1,558.7% | +1,397.9% |
| All | +1,566.8% | +131.5% | +1,435.4% | +751.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling