+50.7%
O vs CNI
+138.2%
-87.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.5% |
| 7D | -2.9% | -0.4% | -2.5% | -2.7% |
| 30D | -4.5% | -2.7% | -1.8% | -3.5% |
| 3M | -2.6% | +3.9% | -6.6% | -4.3% |
| 6M | -5.6% | +16.4% | -22.0% | -11.9% |
| YTD | +9.3% | +25.8% | -16.5% | -1.7% |
| 1Y | +4.3% | +32.4% | -28.1% | -8.4% |
| 3Y | +27.4% | +19.1% | +8.4% | +14.7% |
| 5Y | +17.1% | +13.6% | +3.5% | +5.0% |
| All | +50.7% | +138.2% | -87.5% | -6.3% |
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 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