+547.6%
P vs CNI
+165.6%
+382.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.2% | +3.3% |
| 7D | +17.8% | +1.0% | +16.8% | +17.1% |
| 30D | -29.9% | +7.5% | -37.3% | -33.1% |
| 3M | -1.2% | +1.7% | -2.9% | -2.6% |
| 6M | +32.1% | +15.4% | +16.7% | +19.2% |
| YTD | +64.3% | +31.5% | +32.8% | +34.1% |
| 1Y | +24.3% | +32.8% | -8.5% | 0.0% |
| 3Y | +203.2% | +21.7% | +181.5% | +153.3% |
| 5Y | +290.4% | +8.7% | +281.7% | +248.8% |
| 10Y | +680.9% | +143.3% | +537.5% | +324.8% |
| All | +547.6% | +165.6% | +382.0% | +230.6% |
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 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