+82.0%
SPY vs CNI
+11.3%
+70.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -2.0% | -1.1% | -0.9% | -1.5% |
| 30D | -1.7% | -3.5% | +1.9% | -0.2% |
| 3M | +4.7% | +2.2% | +2.5% | +3.4% |
| 6M | +12.5% | +15.1% | -2.6% | +4.9% |
| YTD | +11.7% | +24.7% | -13.0% | -0.1% |
| 1Y | +17.5% | +33.4% | -15.9% | +1.4% |
| 3Y | +76.6% | +19.5% | +57.1% | +56.9% |
| 5Y | +82.0% | +12.6% | +69.5% | +65.6% |
| All | +82.0% | +11.3% | +70.8% | +65.6% |
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