+2,307.5%
MS vs CNI
+6,762.0%
-4,454.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.6% | +0.5% |
| 7D | +0.8% | +0.4% | +0.4% | +0.6% |
| 30D | -0.7% | +7.6% | -8.3% | -6.5% |
| 3M | -12.4% | +1.9% | -14.2% | -13.9% |
| 6M | -1.7% | +14.8% | -16.5% | -13.2% |
| YTD | +8.0% | +30.5% | -22.4% | -15.5% |
| 1Y | +16.2% | +36.5% | -20.2% | -12.7% |
| 3Y | +171.3% | +20.7% | +150.6% | +120.1% |
| 5Y | +124.8% | +7.0% | +117.8% | +97.7% |
| 10Y | +553.7% | +136.0% | +417.7% | +185.6% |
| All | +2,307.5% | +6,762.0% | -4,454.5% | +35.0% |
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