+196.2%
ON vs CNI
+4,084.1%
-3,888.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.5% | -4.5% |
| 7D | -2.2% | +2.5% | -4.7% | -4.2% |
| 30D | -12.4% | -2.5% | -9.9% | -10.7% |
| 3M | -41.2% | +2.7% | -43.9% | -43.1% |
| 6M | +25.0% | +16.9% | +8.0% | +7.9% |
| YTD | +31.3% | +26.3% | +4.9% | +5.6% |
| 1Y | +45.4% | +31.1% | +14.3% | +13.0% |
| 3Y | -27.4% | +21.1% | -48.5% | -39.6% |
| 5Y | +58.5% | +11.0% | +47.5% | +43.3% |
| 10Y | +561.8% | +128.1% | +433.7% | +237.1% |
| All | +196.2% | +4,084.1% | -3,888.0% | -86.4% |
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