+672.2%
P vs CNI
+137.4%
+534.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.5% |
| 7D | +5.0% | +0.9% | +4.1% | +4.5% |
| 30D | -0.9% | -2.1% | +1.2% | +0.6% |
| 3M | +38.7% | +1.8% | +36.8% | +36.2% |
| 6M | +54.4% | +14.8% | +39.6% | +38.3% |
| YTD | +44.8% | +25.4% | +19.5% | +21.0% |
| 1Y | +22.5% | +32.9% | -10.4% | -3.0% |
| 3Y | +148.2% | +20.2% | +128.1% | +105.6% |
| 5Y | +268.9% | +12.2% | +256.8% | +215.8% |
| All | +672.2% | +137.4% | +534.7% | +294.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling