+9.5%
S vs CNI
+29.8%
-20.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -7.7% | -2.1% | -5.6% | -7.7% |
| 30D | -5.3% | -3.3% | -2.1% | -5.3% |
| 3M | +20.3% | +3.8% | +16.5% | +20.2% |
| 6M | +47.4% | +12.7% | +34.7% | +47.0% |
| YTD | +32.5% | +26.3% | +6.3% | +27.6% |
| 1Y | +9.5% | +29.9% | -20.4% | +2.3% |
| All | +9.5% | +29.8% | -20.2% | +2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling