+268.9%
P vs CNI
+10.3%
+258.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.7% |
| 7D | +5.0% | +0.9% | +4.1% | +4.6% |
| 30D | -0.9% | -2.1% | +1.2% | +0.2% |
| 3M | +38.7% | +1.8% | +36.8% | +36.9% |
| 6M | +54.4% | +14.8% | +39.6% | +42.3% |
| YTD | +44.8% | +25.4% | +19.5% | +26.5% |
| 1Y | +22.5% | +32.9% | -10.4% | +2.5% |
| 3Y | +148.2% | +20.2% | +128.1% | +114.4% |
| 5Y | +268.9% | +12.2% | +256.8% | +233.4% |
| All | +268.9% | +10.3% | +258.6% | +233.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling