-54.1%
REPL vs CNI
+10.3%
-64.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.4% | -1.9% |
| 7D | -9.6% | +0.9% | -10.4% | -9.8% |
| 30D | +5.7% | -2.1% | +7.8% | +6.3% |
| 3M | +56.4% | +1.8% | +54.6% | +54.6% |
| 6M | +67.4% | +14.8% | +52.6% | +57.8% |
| YTD | +48.7% | +25.4% | +23.3% | +35.1% |
| 1Y | +148.3% | +32.9% | +115.4% | +121.0% |
| 3Y | -26.7% | +20.2% | -46.9% | -33.6% |
| 5Y | -54.1% | +12.2% | -66.3% | -57.5% |
| All | -54.1% | +10.3% | -64.4% | -57.5% |
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 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