-47.8%
S vs CNI
+32.9%
-80.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.1% |
| 7D | +2.0% | +2.5% | -0.5% | +0.5% |
| 30D | -2.7% | +6.1% | -8.8% | -6.4% |
| 3M | -6.9% | +0.1% | -7.0% | -7.3% |
| 6M | +38.1% | +14.9% | +23.1% | +25.3% |
| YTD | +48.0% | +30.9% | +17.1% | +19.7% |
| 1Y | +34.5% | +33.9% | +0.6% | +6.9% |
| 3Y | +38.3% | +20.2% | +18.1% | +16.8% |
| 5Y | -70.9% | +8.2% | -79.1% | -73.7% |
| All | -47.8% | +32.9% | -80.6% | -49.6% |
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