-66.9%
SE vs CNI
+11.3%
-78.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.4% | -0.6% |
| 7D | -4.8% | -1.1% | -3.7% | -4.1% |
| 30D | -18.1% | -3.5% | -14.6% | -16.2% |
| 3M | +30.6% | +2.2% | +28.4% | +27.6% |
| 6M | +20.8% | +15.1% | +5.7% | +7.9% |
| YTD | -15.6% | +24.7% | -40.3% | -29.1% |
| 1Y | -44.2% | +33.4% | -77.6% | -55.9% |
| 3Y | +181.5% | +19.5% | +162.0% | +126.7% |
| 5Y | -66.9% | +12.6% | -79.5% | -70.6% |
| All | -66.9% | +11.3% | -78.2% | -70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling