+1,697.7%
NI vs CNI
+6,457.9%
-4,760.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -0.6% | -1.1% | +0.5% | -0.3% |
| 30D | -1.4% | -3.5% | +2.1% | -0.4% |
| 3M | -10.6% | +2.2% | -12.8% | -11.2% |
| 6M | -9.9% | +15.1% | -25.0% | -13.8% |
| YTD | +1.2% | +24.7% | -23.5% | -5.5% |
| 1Y | +4.4% | +33.4% | -29.0% | -4.5% |
| 3Y | +68.6% | +19.5% | +49.1% | +57.3% |
| 5Y | +98.0% | +12.6% | +85.5% | +86.4% |
| 10Y | +143.6% | +134.7% | +8.9% | +83.7% |
| All | +1,697.7% | +6,457.9% | -4,760.1% | +778.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling