+9.1%
MSCI vs CNI
+8.0%
+1.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.4% |
| 7D | -1.9% | -1.1% | -0.8% | -1.4% |
| 30D | +16.5% | +7.6% | +8.8% | +12.5% |
| 3M | +18.2% | +1.6% | +16.6% | +17.2% |
| 6M | +14.0% | +16.6% | -2.6% | +5.1% |
| YTD | +16.6% | +31.3% | -14.7% | -0.7% |
| 1Y | +14.8% | +35.2% | -20.4% | -4.1% |
| 3Y | +33.3% | +21.5% | +11.8% | +14.3% |
| 5Y | +9.1% | +8.5% | +0.6% | +0.4% |
| All | +9.1% | +8.0% | +1.1% | +0.4% |
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