+189.8%
NOC vs CNI
+138.2%
+51.6%
-36.4%
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 | +0.8% | -0.4% | +1.1% | +0.9% |
| 30D | -9.7% | -2.7% | -7.0% | -9.0% |
| 3M | -5.6% | +3.9% | -9.6% | -7.0% |
| 6M | -28.6% | +16.4% | -44.9% | -32.4% |
| YTD | -7.9% | +25.8% | -33.7% | -15.1% |
| 1Y | -9.5% | +32.4% | -41.9% | -18.2% |
| 3Y | +28.4% | +19.1% | +9.3% | +18.2% |
| 5Y | +59.0% | +13.6% | +45.4% | +45.7% |
| All | +189.8% | +138.2% | +51.6% | +105.5% |
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