-4.6%
STM vs CNI
+8.1%
-12.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.0% |
| 7D | +12.0% | +2.5% | +9.5% | +9.9% |
| 30D | -0.4% | +6.1% | -6.5% | -5.2% |
| 3M | -13.2% | +0.1% | -13.3% | -13.5% |
| 6M | -26.1% | +14.9% | -41.0% | -35.6% |
| YTD | +81.2% | +30.9% | +50.3% | +39.1% |
| 1Y | +98.3% | +33.9% | +64.4% | +49.2% |
| 3Y | +16.7% | +20.2% | -3.5% | -4.4% |
| All | -4.6% | +8.1% | -12.7% | -17.8% |
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