+194.3%
NOK vs CNI
+19.7%
+174.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.9% | +3.9% | +4.6% |
| 7D | +11.0% | -0.4% | +11.3% | +11.1% |
| 30D | +7.8% | -2.7% | +10.5% | +8.5% |
| 3M | -21.0% | +3.9% | -24.9% | -22.1% |
| 6M | +40.9% | +16.4% | +24.5% | +34.0% |
| YTD | +72.0% | +25.8% | +46.2% | +59.8% |
| 1Y | +140.9% | +32.4% | +108.5% | +119.6% |
| 3Y | +194.3% | +19.1% | +175.2% | +169.3% |
| All | +194.3% | +19.7% | +174.5% | +169.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling