-75.5%
SMR vs CNI
+33.8%
-109.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.9% | -16.6% | -16.1% |
| 7D | -11.2% | -0.4% | -10.9% | -11.1% |
| 30D | -10.2% | -2.7% | -7.5% | -9.0% |
| 3M | -10.0% | +3.9% | -14.0% | -13.1% |
| 6M | -30.5% | +16.4% | -46.8% | -38.8% |
| YTD | -39.2% | +25.8% | -65.0% | -50.6% |
| 1Y | -75.5% | +32.4% | -107.9% | -80.4% |
| All | -75.5% | +33.8% | -109.4% | -80.4% |
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