+171.3%
SAP vs CNI
+136.1%
+35.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -1.0% | -1.2% |
| 7D | -5.1% | -1.1% | -4.0% | -4.6% |
| 30D | -1.8% | -3.5% | +1.8% | 0.0% |
| 3M | +20.9% | +2.2% | +18.7% | +19.4% |
| 6M | +7.0% | +15.1% | -8.1% | -1.0% |
| YTD | -13.7% | +24.7% | -38.4% | -24.2% |
| 1Y | -19.6% | +33.4% | -52.9% | -32.0% |
| 3Y | +52.4% | +19.5% | +32.9% | +33.9% |
| 5Y | +54.4% | +12.6% | +41.9% | +38.1% |
| All | +171.3% | +136.1% | +35.2% | +62.6% |
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 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