+338.5%
RF vs CNI
+129.7%
+208.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.2% | 0.0% |
| 7D | -0.1% | +0.9% | -1.0% | -0.8% |
| 30D | -4.0% | -2.1% | -1.9% | -2.6% |
| 3M | +5.6% | +1.8% | +3.8% | +3.7% |
| 6M | +13.1% | +14.8% | -1.7% | +0.8% |
| YTD | +13.6% | +25.4% | -11.8% | -6.1% |
| 1Y | +16.0% | +32.9% | -17.0% | -8.8% |
| 3Y | +90.2% | +20.2% | +70.0% | +57.5% |
| 5Y | +87.0% | +12.2% | +74.8% | +60.3% |
| 10Y | +338.5% | +136.0% | +202.5% | +109.5% |
| All | +338.5% | +129.7% | +208.8% | +109.5% |
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 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