+363.0%
NDAQ vs CNI
+138.2%
+224.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.9% |
| 7D | -5.6% | -0.4% | -5.2% | -5.4% |
| 30D | -4.4% | -2.7% | -1.7% | -3.2% |
| 3M | +5.9% | +3.9% | +1.9% | +3.9% |
| 6M | +7.7% | +16.4% | -8.6% | +0.1% |
| YTD | -5.2% | +25.8% | -31.0% | -15.3% |
| 1Y | -3.4% | +32.4% | -35.8% | -15.9% |
| 3Y | +85.6% | +19.1% | +66.5% | +66.3% |
| 5Y | +49.5% | +13.6% | +35.9% | +35.2% |
| All | +363.0% | +138.2% | +224.8% | +186.3% |
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 · 6 months rolling