+551.8%
NOK vs CNI
+6,494.7%
-5,942.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.8% | +1.5% |
| 7D | +9.3% | +0.9% | +8.5% | +8.8% |
| 30D | +17.9% | -2.1% | +20.0% | +19.2% |
| 3M | -22.3% | +1.8% | -24.1% | -23.6% |
| 6M | +36.4% | +14.8% | +21.6% | +24.7% |
| YTD | +66.3% | +25.4% | +40.9% | +43.7% |
| 1Y | +134.4% | +32.9% | +101.5% | +95.1% |
| 3Y | +186.6% | +20.2% | +166.4% | +147.5% |
| 5Y | +102.7% | +12.2% | +90.5% | +80.4% |
| 10Y | +129.8% | +136.0% | -6.2% | +24.5% |
| All | +551.8% | +6,494.7% | -5,942.9% | -43.0% |
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