+49.3%
SW vs CNI
+20.7%
+28.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -0.2% |
| 7D | +4.7% | +2.0% | +2.7% | +3.3% |
| 30D | +5.0% | +6.8% | -1.8% | +0.5% |
| 3M | -7.3% | -0.3% | -7.0% | -7.1% |
| 6M | +15.0% | +16.3% | -1.3% | +3.5% |
| YTD | +18.5% | +30.2% | -11.7% | -1.8% |
| 1Y | +27.1% | +34.0% | -6.9% | +3.3% |
| All | +49.3% | +20.7% | +28.6% | +20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling