+19.1%
P vs CNI
+33.8%
-14.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +4.4% |
| 7D | -1.3% | -0.4% | -1.0% | -1.4% |
| 30D | -11.9% | -2.7% | -9.2% | -12.1% |
| 3M | +41.6% | +3.9% | +37.7% | +42.3% |
| 6M | +58.1% | +16.4% | +41.8% | +59.0% |
| YTD | +46.5% | +25.8% | +20.7% | +49.0% |
| 1Y | +19.1% | +32.4% | -13.3% | +22.6% |
| All | +19.1% | +33.8% | -14.8% | +22.6% |
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