+24.5%
Q vs CNI
+35.2%
-10.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.1% | -3.3% |
| 7D | +1.2% | +2.5% | -1.4% | +0.1% |
| 30D | -2.7% | +6.1% | -8.8% | -5.5% |
| 3M | -16.9% | +0.1% | -17.1% | -16.9% |
| 6M | -26.9% | +14.9% | -41.8% | -33.7% |
| YTD | +45.2% | +30.9% | +14.3% | +16.6% |
| 1Y | +38.1% | +33.9% | +4.2% | +5.9% |
| All | +24.5% | +35.2% | -10.6% | -6.4% |
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