+2,455.5%
SO vs CNI
+6,541.6%
-4,086.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -0.2% | -2.1% | +1.9% | +0.3% |
| 30D | -4.6% | -3.3% | -1.3% | -4.0% |
| 3M | -3.0% | +3.8% | -6.8% | -3.8% |
| 6M | -8.3% | +12.7% | -20.9% | -10.6% |
| YTD | +3.5% | +26.3% | -22.7% | -1.6% |
| 1Y | -0.9% | +29.9% | -30.8% | -6.5% |
| 3Y | +45.4% | +15.9% | +29.4% | +39.3% |
| 5Y | +59.6% | +6.9% | +52.7% | +54.4% |
| 10Y | +156.6% | +126.8% | +29.8% | +112.7% |
| All | +2,455.5% | +6,541.6% | -4,086.1% | +1,266.4% |
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