-69.5%
S vs CNI
+11.9%
-81.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.6% |
| 7D | -1.2% | +0.9% | -2.1% | -1.8% |
| 30D | -12.6% | -2.1% | -10.4% | -11.3% |
| 3M | +27.6% | +1.8% | +25.7% | +25.4% |
| 6M | +35.5% | +14.8% | +20.7% | +20.7% |
| YTD | +29.6% | +25.4% | +4.2% | +6.7% |
| 1Y | +8.1% | +32.9% | -24.8% | -15.4% |
| 3Y | +14.8% | +20.2% | -5.4% | -5.5% |
| All | -69.5% | +11.9% | -81.4% | -73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling