-10.1%
MSCI vs CNI
+10.3%
-20.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.9% |
| 7D | -1.1% | +0.9% | -1.9% | -1.5% |
| 30D | -1.2% | -2.1% | +0.9% | -0.2% |
| 3M | -8.4% | +1.8% | -10.2% | -9.5% |
| 6M | -1.0% | +14.8% | -15.8% | -8.5% |
| YTD | -2.3% | +25.4% | -27.6% | -14.5% |
| 1Y | -1.2% | +32.9% | -34.1% | -16.7% |
| 3Y | +7.9% | +20.2% | -12.3% | -7.4% |
| 5Y | -10.1% | +12.2% | -22.2% | -17.7% |
| All | -10.1% | +10.3% | -20.4% | -17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling