+113.0%
SM vs CNI
+11.3%
+101.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.9% |
| 7D | +2.1% | -1.1% | +3.2% | +2.8% |
| 30D | +18.1% | -3.5% | +21.7% | +20.6% |
| 3M | +17.0% | +2.2% | +14.8% | +14.9% |
| 6M | +55.4% | +15.1% | +40.3% | +38.3% |
| YTD | +108.6% | +24.7% | +83.9% | +73.7% |
| 1Y | +45.7% | +33.4% | +12.3% | +14.5% |
| 3Y | -0.3% | +19.5% | -19.8% | -17.0% |
| 5Y | +113.0% | +12.6% | +100.5% | +88.5% |
| All | +113.0% | +11.3% | +101.8% | +88.5% |
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