+213.6%
RF vs CNI
+140.9%
+72.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.6% |
| 7D | +1.9% | +2.5% | -0.6% | 0.0% |
| 30D | +7.3% | +6.1% | +1.2% | +2.5% |
| 3M | -7.9% | +0.1% | -8.1% | -8.3% |
| 6M | +10.5% | +14.9% | -4.4% | -1.2% |
| YTD | +9.6% | +30.9% | -21.2% | -12.5% |
| 1Y | +20.3% | +33.9% | -13.6% | -5.9% |
| 3Y | +119.5% | +20.2% | +99.3% | +82.6% |
| 5Y | +48.2% | +8.2% | +40.0% | +32.0% |
| All | +213.6% | +140.9% | +72.7% | +43.9% |
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