-53.5%
S vs CNI
+27.7%
-81.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.9% |
| 7D | -0.7% | -0.4% | -0.3% | -0.4% |
| 30D | -11.4% | -2.7% | -8.7% | -9.9% |
| 3M | +33.8% | +3.9% | +29.9% | +30.0% |
| 6M | +39.5% | +16.4% | +23.1% | +24.0% |
| YTD | +31.7% | +25.8% | +5.9% | +9.5% |
| 1Y | +7.0% | +32.4% | -25.4% | -14.7% |
| 3Y | +11.8% | +19.1% | -7.3% | -5.5% |
| 5Y | -69.0% | +13.6% | -82.6% | -71.7% |
| All | -53.5% | +27.7% | -81.2% | -53.9% |
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