-73.1%
SMR vs CNI
+29.8%
-102.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +4.4% | -2.1% | +6.5% | +5.4% |
| 30D | +3.4% | -3.3% | +6.7% | +5.1% |
| 3M | -19.2% | +3.8% | -23.0% | -21.7% |
| 6M | -22.6% | +12.7% | -35.3% | -29.6% |
| YTD | -31.5% | +26.3% | -57.8% | -43.9% |
| 1Y | -73.1% | +29.9% | -103.0% | -78.2% |
| All | -73.1% | +29.8% | -102.9% | -78.2% |
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 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