+138.6%
NOK vs CNI
+138.2%
+0.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.9% | +3.9% | +4.4% |
| 7D | +11.0% | -0.4% | +11.3% | +11.2% |
| 30D | +7.8% | -2.7% | +10.5% | +9.2% |
| 3M | -21.0% | +3.9% | -24.9% | -22.7% |
| 6M | +40.9% | +16.4% | +24.5% | +30.2% |
| YTD | +72.0% | +25.8% | +46.2% | +52.5% |
| 1Y | +140.9% | +32.4% | +108.5% | +107.6% |
| 3Y | +194.3% | +19.1% | +175.2% | +162.4% |
| 5Y | +112.5% | +13.6% | +99.0% | +92.9% |
| All | +138.6% | +138.2% | +0.3% | +42.0% |
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 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