+611.5%
MSCI vs CNI
+136.1%
+475.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.9% |
| 7D | -4.7% | -1.1% | -3.6% | -4.1% |
| 30D | -2.2% | -3.5% | +1.4% | -0.2% |
| 3M | -9.7% | +2.2% | -11.9% | -11.2% |
| 6M | +0.3% | +15.1% | -14.8% | -8.6% |
| YTD | -3.5% | +24.7% | -28.2% | -16.9% |
| 1Y | -1.4% | +33.4% | -34.7% | -18.8% |
| 3Y | +6.6% | +19.5% | -12.9% | -8.8% |
| 5Y | -10.9% | +12.6% | -23.5% | -20.8% |
| All | +611.5% | +136.1% | +475.4% | +303.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling