+2,438.1%
NOC vs CNI
+6,494.7%
-4,056.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.2% | -0.4% |
| 7D | -1.6% | +0.9% | -2.4% | -1.8% |
| 30D | -10.4% | -2.1% | -8.3% | -9.8% |
| 3M | -5.6% | +1.8% | -7.4% | -6.3% |
| 6M | -30.4% | +14.8% | -45.2% | -33.5% |
| YTD | -8.5% | +25.4% | -33.9% | -15.0% |
| 1Y | -8.3% | +32.9% | -41.3% | -16.6% |
| 3Y | +28.2% | +20.2% | +8.0% | +18.7% |
| 5Y | +56.7% | +12.2% | +44.6% | +46.2% |
| 10Y | +189.3% | +136.0% | +53.3% | +110.2% |
| All | +2,438.1% | +6,494.7% | -4,056.6% | +800.0% |
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