-12.7%
REPL vs CNI
+64.0%
-76.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -0.6% | -7.8% | -8.1% |
| 7D | -13.4% | -1.1% | -12.3% | -12.9% |
| 30D | -3.0% | -3.5% | +0.5% | -1.2% |
| 3M | +56.3% | +2.2% | +54.1% | +53.0% |
| 6M | +60.9% | +15.1% | +45.8% | +46.1% |
| YTD | +36.2% | +24.7% | +11.5% | +17.2% |
| 1Y | +121.0% | +33.4% | +87.7% | +83.0% |
| 3Y | -32.8% | +19.5% | -52.3% | -42.9% |
| 5Y | -58.7% | +12.6% | -71.2% | -64.7% |
| All | -12.7% | +64.0% | -76.7% | -48.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling