+43.8%
SO vs CNI
+19.3%
+24.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | 0.0% | +0.9% | -0.8% | -0.1% |
| 30D | -2.5% | -2.1% | -0.4% | -2.2% |
| 3M | -4.2% | +1.8% | -6.0% | -4.5% |
| 6M | -7.7% | +14.8% | -22.5% | -9.5% |
| YTD | +3.8% | +25.4% | -21.6% | +0.6% |
| 1Y | +0.1% | +32.9% | -32.9% | -3.7% |
| All | +43.8% | +19.3% | +24.4% | +33.3% |
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 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