+239.8%
RF vs CNI
+140.5%
+99.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.5% |
| 7D | +0.3% | +0.4% | 0.0% | 0.0% |
| 30D | +6.2% | +7.6% | -1.5% | +0.3% |
| 3M | -7.8% | +1.9% | -9.7% | -9.4% |
| 6M | +5.9% | +14.8% | -8.9% | -5.2% |
| YTD | +9.0% | +30.5% | -21.4% | -12.8% |
| 1Y | +19.3% | +36.5% | -17.2% | -8.1% |
| 3Y | +116.4% | +20.7% | +95.7% | +79.4% |
| 5Y | +46.0% | +7.0% | +39.0% | +31.4% |
| 10Y | +239.8% | +136.0% | +103.8% | +64.0% |
| All | +239.8% | +140.5% | +99.3% | +64.0% |
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