+95.7%
QQQ vs CNI
+12.6%
+83.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.4% |
| 7D | -0.6% | -0.4% | -0.2% | -0.4% |
| 30D | -1.2% | -2.7% | +1.5% | 0.0% |
| 3M | -0.2% | +3.9% | -4.1% | -2.5% |
| 6M | +17.9% | +16.4% | +1.6% | +8.3% |
| YTD | +16.6% | +25.8% | -9.2% | +2.3% |
| 1Y | +23.0% | +32.4% | -9.4% | +4.6% |
| 3Y | +92.9% | +19.1% | +73.9% | +69.1% |
| All | +95.7% | +12.6% | +83.1% | +74.2% |
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