+26.4%
P vs CNI
+29.8%
-3.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | +6.5% | -2.1% | +8.6% | +6.3% |
| 30D | +18.8% | -3.3% | +22.1% | +18.4% |
| 3M | +26.7% | +3.8% | +22.9% | +27.4% |
| 6M | +62.2% | +12.7% | +49.5% | +62.5% |
| YTD | +48.5% | +26.3% | +22.2% | +51.0% |
| 1Y | +26.4% | +29.9% | -3.5% | +31.0% |
| All | +26.4% | +29.8% | -3.4% | +31.0% |
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