+46.0%
SM vs CNI
+33.8%
+12.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.1% |
| 7D | +4.6% | -0.4% | +4.9% | +4.5% |
| 30D | +18.2% | -2.7% | +20.9% | +18.1% |
| 3M | +22.5% | +3.9% | +18.6% | +23.0% |
| 6M | +50.6% | +16.4% | +34.2% | +50.7% |
| YTD | +108.1% | +25.8% | +82.3% | +100.9% |
| 1Y | +46.0% | +32.4% | +13.6% | +37.1% |
| All | +46.0% | +33.8% | +12.2% | +37.1% |
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