+158.7%
P vs CNI
+21.3%
+137.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +7.8% | +2.5% | +5.4% | +7.1% |
| 30D | +12.3% | -2.5% | +14.8% | +13.2% |
| 3M | +37.1% | +2.7% | +34.4% | +35.7% |
| 6M | +66.1% | +16.9% | +49.1% | +56.5% |
| YTD | +50.9% | +26.3% | +24.6% | +37.5% |
| 1Y | +27.2% | +31.1% | -3.9% | +13.3% |
| 3Y | +158.7% | +21.1% | +137.6% | +138.3% |
| All | +158.7% | +21.3% | +137.4% | +138.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling