+16.0%
O vs CNI
+12.6%
+3.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.4% |
| 7D | -2.9% | -0.4% | -2.5% | -2.8% |
| 30D | -4.5% | -2.7% | -1.8% | -3.8% |
| 3M | -2.6% | +3.9% | -6.6% | -3.8% |
| 6M | -5.6% | +16.4% | -22.0% | -9.8% |
| YTD | +9.3% | +25.8% | -16.5% | +2.0% |
| 1Y | +4.3% | +32.4% | -28.1% | -4.2% |
| 3Y | +27.4% | +19.1% | +8.4% | +19.0% |
| All | +16.0% | +12.6% | +3.4% | +8.6% |
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 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