-62.9%
MUZ vs CNI
+1.6%
-64.5%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.7% | -5.1% | -5.8% |
| 7D | -16.3% | +0.9% | -17.1% | -16.3% |
| 30D | -36.4% | -2.1% | -34.2% | -37.1% |
| 3M | -62.9% | +1.8% | -64.7% | -60.3% |
| All | -62.9% | +1.6% | -64.5% | -60.3% |
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 10y: 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…
10y analysis · Full analysis span regression · Available span rolling