+56.2%
SAP vs CNI
+19.3%
+36.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | -0.3% | +0.9% | -1.1% | -0.5% |
| 30D | +0.3% | -2.1% | +2.4% | +0.8% |
| 3M | +16.9% | +1.8% | +15.1% | +16.3% |
| 6M | +6.3% | +14.8% | -8.5% | +2.4% |
| YTD | -12.4% | +25.4% | -37.8% | -18.3% |
| 1Y | -21.6% | +32.9% | -54.6% | -28.6% |
| All | +56.2% | +19.3% | +36.9% | +47.3% |
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