+750.6%
SM vs CNI
+6,544.5%
-5,793.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | -0.2% | +2.5% | -2.6% | -2.1% |
| 30D | +31.5% | -2.5% | +34.0% | +33.7% |
| 3M | +17.3% | +2.7% | +14.6% | +14.3% |
| 6M | +48.5% | +16.9% | +31.6% | +28.3% |
| YTD | +106.3% | +26.3% | +79.9% | +66.8% |
| 1Y | +47.3% | +31.1% | +16.2% | +15.1% |
| 3Y | -1.4% | +21.1% | -22.5% | -19.1% |
| 5Y | +114.0% | +11.0% | +103.0% | +87.7% |
| 10Y | +12.5% | +128.1% | -115.6% | -29.7% |
| All | +750.6% | +6,544.5% | -5,793.8% | +58.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling