+2,677.7%
MS vs CNI
+6,541.6%
-3,863.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.1% |
| 7D | +1.4% | -2.1% | +3.5% | +3.1% |
| 30D | -0.3% | -3.3% | +3.0% | +2.4% |
| 3M | +0.3% | +3.8% | -3.5% | -3.5% |
| 6M | +31.3% | +12.7% | +18.7% | +17.3% |
| YTD | +24.7% | +26.3% | -1.6% | +0.3% |
| 1Y | +47.9% | +29.9% | +18.0% | +15.6% |
| 3Y | +178.3% | +15.9% | +162.4% | +133.8% |
| 5Y | +144.9% | +6.9% | +137.9% | +114.5% |
| 10Y | +804.5% | +126.8% | +677.8% | +308.0% |
| All | +2,677.7% | +6,541.6% | -3,863.8% | +60.3% |
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 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