-2.3%
SW vs CNI
+6.5%
-8.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | -1.1% |
| 7D | +1.8% | +0.3% | +1.5% | +1.6% |
| 30D | +7.0% | +8.0% | -1.0% | +2.8% |
| 3M | -7.6% | +1.0% | -8.7% | -8.1% |
| 6M | +8.5% | +15.2% | -6.6% | +0.6% |
| YTD | +17.7% | +30.9% | -13.2% | +1.9% |
| 1Y | +27.1% | +36.2% | -9.1% | +7.9% |
| 3Y | +48.2% | +22.6% | +25.6% | +30.7% |
| 5Y | -2.3% | +6.4% | -8.7% | -14.9% |
| All | -2.3% | +6.5% | -8.9% | -14.9% |
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