+447.8%
SN vs CNI
+12.6%
+435.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +3.1% |
| 7D | +1.5% | +2.5% | -1.0% | -0.1% |
| 30D | +21.5% | +6.1% | +15.4% | +16.8% |
| 3M | +20.0% | +0.1% | +19.9% | +19.8% |
| 6M | +119.9% | +14.9% | +105.0% | +99.6% |
| YTD | +102.3% | +30.9% | +71.4% | +66.6% |
| 1Y | +148.0% | +33.9% | +114.1% | +100.8% |
| 3Y | +450.0% | +20.2% | +429.8% | +359.4% |
| All | +447.8% | +12.6% | +435.2% | +362.7% |
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