+4,164.1%
REGN vs CNI
+6,516.9%
-2,352.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.9% |
| 7D | -5.6% | -0.4% | -5.2% | -5.4% |
| 30D | -2.0% | -2.7% | +0.7% | -0.8% |
| 3M | +28.0% | +3.9% | +24.0% | +25.3% |
| 6M | +1.2% | +16.4% | -15.2% | -6.1% |
| YTD | +1.6% | +25.8% | -24.2% | -9.4% |
| 1Y | +38.2% | +32.4% | +5.8% | +19.9% |
| 3Y | -5.4% | +19.1% | -24.4% | -14.8% |
| 5Y | +21.3% | +13.6% | +7.7% | +9.0% |
| 10Y | +105.2% | +136.8% | -31.6% | +21.7% |
| All | +4,164.1% | +6,516.9% | -2,352.7% | +703.5% |
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