+41.5%
NU vs CNI
+4.0%
+37.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -3.3% |
| 7D | -4.9% | -0.4% | -4.5% | -4.7% |
| 30D | +7.8% | -2.7% | +10.5% | +9.7% |
| 3M | +20.9% | +3.9% | +17.0% | +16.9% |
| 6M | +0.9% | +16.4% | -15.5% | -10.5% |
| YTD | -12.7% | +25.8% | -38.5% | -27.3% |
| 1Y | -6.4% | +32.4% | -38.8% | -25.2% |
| 3Y | +98.1% | +19.1% | +79.0% | +64.7% |
| All | +41.5% | +4.0% | +37.5% | +35.6% |
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