+2,916.6%
O vs CNI
+6,544.5%
-3,627.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.6% | +2.5% | -3.0% | -1.6% |
| 30D | -2.0% | -2.5% | +0.6% | -1.0% |
| 3M | +3.0% | +2.7% | +0.3% | +1.7% |
| 6M | -3.6% | +16.9% | -20.6% | -10.2% |
| YTD | +12.1% | +26.3% | -14.3% | +0.9% |
| 1Y | +8.9% | +31.1% | -22.2% | -3.7% |
| 3Y | +30.3% | +21.1% | +9.3% | +17.0% |
| 5Y | +13.7% | +11.0% | +2.7% | +4.1% |
| 10Y | +50.3% | +128.1% | -77.9% | -1.1% |
| All | +2,916.6% | +6,544.5% | -3,627.9% | +718.4% |
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