+10.0%
S vs CNI
+19.3%
-9.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.4% |
| 7D | -1.2% | +0.9% | -2.1% | -1.6% |
| 30D | -12.6% | -2.1% | -10.4% | -11.7% |
| 3M | +27.6% | +1.8% | +25.7% | +26.2% |
| 6M | +35.5% | +14.8% | +20.7% | +25.3% |
| YTD | +29.6% | +25.4% | +4.2% | +12.8% |
| 1Y | +8.1% | +32.9% | -24.8% | -9.8% |
| All | +10.0% | +19.3% | -9.3% | -4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling