+183.3%
SW vs CNI
+145.2%
+38.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | -0.6% |
| 7D | +1.8% | +0.3% | +1.5% | +1.7% |
| 30D | +7.0% | +8.0% | -1.0% | +4.3% |
| 3M | -7.6% | +1.0% | -8.7% | -7.9% |
| 6M | +8.5% | +15.2% | -6.6% | +3.6% |
| YTD | +17.7% | +30.9% | -13.2% | +7.9% |
| 1Y | +27.1% | +36.2% | -9.1% | +15.2% |
| 3Y | +48.2% | +22.6% | +25.6% | +38.0% |
| 5Y | -2.3% | +6.4% | -8.7% | -7.3% |
| 10Y | +183.3% | +142.0% | +41.3% | +127.7% |
| All | +183.3% | +145.2% | +38.2% | +127.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling