-45.9%
SE vs CNI
+33.8%
-79.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.5% |
| 7D | -5.2% | -0.4% | -4.8% | -5.2% |
| 30D | -17.1% | -2.7% | -14.4% | -16.7% |
| 3M | +24.0% | +3.9% | +20.1% | +22.7% |
| 6M | +21.0% | +16.4% | +4.6% | +15.3% |
| YTD | -16.7% | +25.8% | -42.5% | -19.2% |
| 1Y | -45.9% | +32.4% | -78.3% | -46.9% |
| All | -45.9% | +33.8% | -79.8% | -46.9% |
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