+140.2%
NI vs CNI
+138.2%
+2.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.3% |
| 7D | 0.0% | -0.4% | +0.4% | +0.2% |
| 30D | -1.4% | -2.7% | +1.3% | -0.5% |
| 3M | -10.6% | +3.9% | -14.5% | -12.0% |
| 6M | -9.3% | +16.4% | -25.7% | -14.6% |
| YTD | +1.1% | +25.8% | -24.7% | -7.6% |
| 1Y | +3.4% | +32.4% | -29.0% | -7.5% |
| 3Y | +67.9% | +19.1% | +48.8% | +53.3% |
| 5Y | +98.0% | +13.6% | +84.4% | +81.1% |
| All | +140.2% | +138.2% | +2.0% | +57.2% |
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