+3.1%
SM vs CNI
+18.7%
-15.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.8% |
| 7D | +2.1% | -1.1% | +3.2% | +2.6% |
| 30D | +18.1% | -3.5% | +21.7% | +19.8% |
| 3M | +17.0% | +2.2% | +14.8% | +15.6% |
| 6M | +55.4% | +15.1% | +40.3% | +42.7% |
| YTD | +108.6% | +24.7% | +83.9% | +81.0% |
| 1Y | +45.7% | +33.4% | +12.3% | +20.4% |
| All | +3.1% | +18.7% | -15.6% | -8.2% |
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