-48.8%
SE vs CNI
+37.5%
-86.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.1% | +2.3% | +4.0% |
| 7D | +6.7% | +3.7% | +2.9% | +5.8% |
| 30D | -17.2% | +8.1% | -25.3% | -18.6% |
| 3M | -28.0% | +1.9% | -29.9% | -28.4% |
| 6M | -6.1% | +19.2% | -25.3% | -11.3% |
| YTD | -37.1% | +32.7% | -69.9% | -40.9% |
| 1Y | -48.8% | +37.0% | -85.8% | -51.8% |
| All | -48.8% | +37.5% | -86.3% | -51.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling