+147.8%
SW vs CNI
+125.8%
+21.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | -5.1% | -2.1% | -3.0% | -4.4% |
| 30D | -4.6% | -3.3% | -1.3% | -3.5% |
| 3M | +9.4% | +3.8% | +5.6% | +8.0% |
| 6M | +3.5% | +12.7% | -9.2% | -0.4% |
| YTD | +22.0% | +26.3% | -4.2% | +13.4% |
| 1Y | +2.2% | +29.9% | -27.7% | -5.8% |
| 3Y | +19.6% | +15.9% | +3.6% | +13.2% |
| 5Y | -2.3% | +6.9% | -9.3% | -6.8% |
| All | +147.8% | +125.8% | +21.9% | +106.2% |
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 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