+494.9%
P vs CNI
+153.8%
+341.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.9% |
| 7D | +7.8% | +1.9% | +5.9% | +6.6% |
| 30D | +12.3% | -3.0% | +15.3% | +14.6% |
| 3M | +37.1% | +2.2% | +34.9% | +34.5% |
| 6M | +66.1% | +16.3% | +49.8% | +48.5% |
| YTD | +50.9% | +25.7% | +25.3% | +27.3% |
| 1Y | +27.2% | +30.4% | -3.2% | +3.5% |
| 3Y | +158.7% | +20.4% | +138.2% | +116.9% |
| 5Y | +291.1% | +10.4% | +280.7% | +243.7% |
| 10Y | +715.0% | +126.9% | +588.1% | +360.5% |
| All | +494.9% | +153.8% | +341.1% | +213.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling