+41.6%
NYT vs CNI
+12.6%
+29.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.2% |
| 7D | -0.6% | -0.4% | -0.2% | -0.5% |
| 30D | +4.6% | -2.7% | +7.3% | +5.5% |
| 3M | -9.6% | +3.9% | -13.5% | -11.1% |
| 6M | -14.0% | +16.4% | -30.4% | -19.1% |
| YTD | -2.8% | +25.8% | -28.6% | -11.5% |
| 1Y | +15.6% | +32.4% | -16.8% | +2.9% |
| 3Y | +56.3% | +19.1% | +37.2% | +42.3% |
| All | +41.6% | +12.6% | +29.0% | +26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling