-3.9%
MSCI vs CNI
+33.8%
-37.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.3% |
| 7D | -3.2% | -0.4% | -2.8% | -3.2% |
| 30D | -1.1% | -2.7% | +1.6% | -1.3% |
| 3M | -6.3% | +3.9% | -10.3% | -6.0% |
| 6M | +2.1% | +16.4% | -14.2% | +3.1% |
| YTD | -2.3% | +25.8% | -28.1% | -1.4% |
| 1Y | -3.9% | +32.4% | -36.3% | -4.0% |
| All | -3.9% | +33.8% | -37.8% | -4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling