+7.3%
MSCI vs CNI
+21.3%
-14.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.8% | -3.8% |
| 7D | -2.1% | +2.5% | -4.6% | -2.6% |
| 30D | -1.7% | -2.5% | +0.8% | -1.2% |
| 3M | -8.2% | +2.7% | -10.9% | -8.9% |
| 6M | -2.4% | +16.9% | -19.4% | -6.4% |
| YTD | -2.8% | +26.3% | -29.1% | -9.3% |
| 1Y | -2.7% | +31.1% | -33.8% | -10.4% |
| 3Y | +7.3% | +21.1% | -13.8% | -4.6% |
| All | +7.3% | +21.3% | -14.0% | -4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling