+83.0%
PL vs CNI
+25.3%
+57.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.4% | -1.4% |
| 7D | -9.3% | -2.1% | -7.2% | -8.1% |
| 30D | -18.9% | -3.3% | -15.7% | -17.2% |
| 3M | -58.4% | +3.8% | -62.2% | -59.8% |
| 6M | -30.3% | +12.7% | -43.0% | -36.8% |
| YTD | -8.1% | +26.3% | -34.4% | -23.8% |
| 1Y | +180.5% | +29.9% | +150.6% | +127.3% |
| 3Y | +444.1% | +15.9% | +428.2% | +380.9% |
| 5Y | +83.0% | +6.9% | +76.1% | +67.4% |
| All | +83.0% | +25.3% | +57.7% | +65.9% |
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 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