+54.8%
ON vs CNI
+29.8%
+25.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +2.4% | -2.1% | +4.5% | +3.2% |
| 30D | -3.3% | -3.3% | 0.0% | -2.2% |
| 3M | -43.6% | +3.8% | -47.4% | -44.9% |
| 6M | +19.0% | +12.7% | +6.3% | +9.8% |
| YTD | +37.4% | +26.3% | +11.1% | +20.5% |
| 1Y | +54.8% | +29.9% | +24.9% | +31.2% |
| All | +54.8% | +29.8% | +25.0% | +31.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling