+79.0%
PL vs CNI
+11.4%
+67.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.8% | -1.7% |
| 7D | -7.5% | +2.5% | -10.0% | -9.2% |
| 30D | -25.6% | -2.5% | -23.1% | -24.3% |
| 3M | -45.6% | +2.7% | -48.3% | -47.2% |
| 6M | -29.5% | +16.9% | -46.5% | -38.5% |
| YTD | -9.7% | +26.3% | -36.0% | -26.5% |
| 1Y | +84.4% | +31.1% | +53.3% | +45.6% |
| 3Y | +550.0% | +21.1% | +528.9% | +448.3% |
| 5Y | +79.0% | +11.0% | +68.0% | +63.2% |
| All | +79.0% | +11.4% | +67.6% | +63.2% |
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