+1,339.3%
SAN vs CNI
+6,544.5%
-5,205.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +3.3% | +2.5% | +0.8% | +1.6% |
| 30D | +1.1% | -2.5% | +3.6% | +2.8% |
| 3M | +22.2% | +2.7% | +19.5% | +19.2% |
| 6M | +36.0% | +16.9% | +19.1% | +21.0% |
| YTD | +28.2% | +26.3% | +1.9% | +7.6% |
| 1Y | +54.1% | +31.1% | +23.0% | +25.6% |
| 3Y | +354.2% | +21.1% | +333.2% | +281.9% |
| 5Y | +387.3% | +11.0% | +376.3% | +328.6% |
| 10Y | +334.8% | +128.1% | +206.7% | +130.7% |
| All | +1,339.3% | +6,544.5% | -5,205.1% | +53.2% |
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