+319.5%
SN vs CNI
+8.7%
+310.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.2% |
| 7D | -9.3% | -2.1% | -7.2% | -7.9% |
| 30D | -4.8% | -3.3% | -1.5% | -2.6% |
| 3M | +40.4% | +3.8% | +36.6% | +36.7% |
| 6M | +50.9% | +12.7% | +38.3% | +38.3% |
| YTD | +54.9% | +26.3% | +28.7% | +30.8% |
| 1Y | +43.0% | +29.9% | +13.1% | +17.9% |
| 3Y | +391.8% | +15.9% | +375.9% | +309.4% |
| All | +319.5% | +8.7% | +310.9% | +263.3% |
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