+32.6%
NET vs CNI
+7.3%
+25.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.1% | -4.7% | -4.1% |
| 7D | -16.4% | +3.7% | -20.1% | -18.8% |
| 30D | -25.8% | +8.1% | -33.9% | -30.4% |
| 3M | -11.5% | +1.9% | -13.4% | -13.2% |
| 6M | +18.9% | +19.2% | -0.3% | +2.5% |
| YTD | +35.2% | +32.7% | +2.5% | +2.9% |
| 1Y | +14.5% | +37.0% | -22.5% | -15.8% |
| 3Y | +313.8% | +23.6% | +290.2% | +216.0% |
| 5Y | +32.6% | +8.1% | +24.5% | +10.6% |
| All | +32.6% | +7.3% | +25.3% | +10.6% |
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