+1,381.0%
NET vs CNI
+59.7%
+1,321.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.1% | -4.7% | -3.8% |
| 7D | -16.4% | +3.7% | -20.1% | -18.3% |
| 30D | -25.8% | +8.1% | -33.9% | -29.4% |
| 3M | -11.5% | +1.9% | -13.4% | -12.8% |
| 6M | +18.9% | +19.2% | -0.3% | +6.1% |
| YTD | +35.2% | +32.7% | +2.5% | +10.5% |
| 1Y | +14.5% | +37.0% | -22.5% | -8.7% |
| 3Y | +313.8% | +23.6% | +290.2% | +246.1% |
| 5Y | +32.6% | +8.1% | +24.5% | +22.1% |
| All | +1,381.0% | +59.7% | +1,321.3% | +1,018.1% |
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