+276.2%
RF vs CNI
+6,541.6%
-6,265.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.2% |
| 7D | +1.3% | -2.1% | +3.4% | +2.8% |
| 30D | -3.6% | -3.3% | -0.3% | -1.5% |
| 3M | +8.1% | +3.8% | +4.3% | +5.0% |
| 6M | +11.5% | +12.7% | -1.2% | +1.8% |
| YTD | +15.6% | +26.3% | -10.7% | -3.1% |
| 1Y | +15.7% | +29.9% | -14.2% | -5.2% |
| 3Y | +86.9% | +15.9% | +70.9% | +62.9% |
| 5Y | +89.8% | +6.9% | +82.9% | +73.1% |
| 10Y | +344.7% | +126.8% | +217.9% | +143.2% |
| All | +276.2% | +6,541.6% | -6,265.4% | -52.8% |
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