+59.1%
SO vs CNI
+11.3%
+47.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -1.1% | -1.1% | 0.0% | -0.9% |
| 30D | -3.7% | -3.5% | -0.2% | -3.0% |
| 3M | -5.9% | +2.2% | -8.1% | -6.4% |
| 6M | -7.3% | +15.1% | -22.4% | -10.4% |
| YTD | +3.1% | +24.7% | -21.6% | -2.1% |
| 1Y | -1.0% | +33.4% | -34.4% | -7.5% |
| 3Y | +43.2% | +19.5% | +23.7% | +34.9% |
| 5Y | +59.1% | +12.6% | +46.6% | +51.2% |
| All | +59.1% | +11.3% | +47.8% | +51.2% |
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