-34.3%
REPL vs CNI
+8.8%
-43.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | +9.8% | +1.0% | +8.8% | +9.4% |
| 30D | +81.5% | +7.5% | +74.0% | +77.3% |
| 3M | +44.2% | +1.7% | +42.5% | +43.2% |
| 6M | +437.4% | +15.4% | +422.0% | +405.9% |
| YTD | +126.1% | +31.5% | +94.6% | +101.2% |
| 1Y | +143.1% | +32.8% | +110.3% | +115.4% |
| 3Y | +97.8% | +21.7% | +76.2% | +78.6% |
| 5Y | -34.3% | +8.7% | -43.0% | -39.7% |
| All | -34.3% | +8.8% | -43.0% | -39.7% |
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