+730.4%
SW vs CNI
+580.3%
+150.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.2% |
| 7D | +4.7% | +2.0% | +2.7% | +4.4% |
| 30D | +5.0% | +6.8% | -1.8% | +4.0% |
| 3M | -7.3% | -0.3% | -7.0% | -7.3% |
| 6M | +15.0% | +16.3% | -1.3% | +12.5% |
| YTD | +18.5% | +30.2% | -11.7% | +14.1% |
| 1Y | +27.1% | +34.0% | -6.9% | +22.0% |
| 3Y | +49.3% | +21.2% | +28.1% | +44.9% |
| 5Y | -1.6% | +5.1% | -6.8% | -3.8% |
| 10Y | +185.4% | +145.9% | +39.5% | +168.0% |
| All | +730.4% | +580.3% | +150.1% | +763.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling