+90.9%
PL vs CNI
+30.1%
+60.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.2% |
| 7D | -13.9% | +0.9% | -14.7% | -13.9% |
| 30D | -25.5% | -2.1% | -23.3% | -25.2% |
| 3M | -44.8% | +1.8% | -46.6% | -44.8% |
| 6M | -33.3% | +14.8% | -48.1% | -34.6% |
| YTD | -12.7% | +25.4% | -38.1% | -16.9% |
| 1Y | +90.9% | +32.9% | +58.0% | +79.8% |
| All | +90.9% | +30.1% | +60.8% | +79.8% |
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 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