+25.7%
SW vs CNI
+35.4%
-9.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.1% |
| 7D | -3.0% | +1.0% | -4.0% | -3.7% |
| 30D | +4.2% | +7.5% | -3.3% | -1.0% |
| 3M | -11.5% | +1.7% | -13.2% | -12.5% |
| 6M | +8.6% | +15.4% | -6.8% | -2.9% |
| YTD | +15.0% | +31.5% | -16.5% | -10.2% |
| 1Y | +25.7% | +32.8% | -7.1% | -2.8% |
| All | +25.7% | +35.4% | -9.7% | -2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling