+328.0%
SN vs CNI
+19.3%
+308.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -2.8% |
| 7D | -3.4% | +0.9% | -4.3% | -3.9% |
| 30D | -9.1% | -2.1% | -7.0% | -7.7% |
| 3M | +31.8% | +1.8% | +30.0% | +30.1% |
| 6M | +52.0% | +14.8% | +37.2% | +38.0% |
| YTD | +51.3% | +25.4% | +25.9% | +29.2% |
| 1Y | +46.9% | +32.9% | +13.9% | +19.9% |
| All | +328.0% | +19.3% | +308.6% | +275.1% |
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