+7.3%
PL vs CNI
+35.8%
-28.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +2.5% | +12.0% | +14.6% |
| 7D | +10.9% | +0.3% | +10.6% | +10.8% |
| 30D | -16.4% | +8.0% | -24.4% | -16.0% |
| 3M | -39.9% | +1.0% | -41.0% | -40.0% |
| 6M | -63.2% | +15.2% | -78.4% | -62.9% |
| YTD | -27.1% | +30.9% | -58.0% | -23.7% |
| All | +7.3% | +35.8% | -28.5% | +10.9% |
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