+254.9%
RF vs CNI
+6,762.0%
-6,507.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.6% |
| 7D | +0.3% | +0.4% | 0.0% | +0.1% |
| 30D | +6.2% | +7.6% | -1.5% | +0.8% |
| 3M | -7.8% | +1.9% | -9.7% | -9.3% |
| 6M | +5.9% | +14.8% | -8.9% | -4.2% |
| YTD | +9.0% | +30.5% | -21.4% | -10.8% |
| 1Y | +19.3% | +36.5% | -17.2% | -5.6% |
| 3Y | +116.4% | +20.7% | +95.7% | +83.7% |
| 5Y | +46.0% | +7.0% | +39.0% | +33.3% |
| 10Y | +239.8% | +136.0% | +103.8% | +80.9% |
| All | +254.9% | +6,762.0% | -6,507.1% | -56.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling