+5.0%
SYK vs CNI
+11.6%
-6.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.7% |
| 7D | -12.3% | -1.1% | -11.2% | -11.9% |
| 30D | -22.4% | -3.5% | -18.9% | -21.3% |
| 3M | -12.3% | +2.2% | -14.6% | -13.2% |
| 6M | -24.3% | +15.1% | -39.4% | -28.9% |
| YTD | -22.8% | +24.7% | -47.4% | -30.2% |
| 1Y | -28.8% | +33.4% | -62.2% | -37.7% |
| 3Y | -4.0% | +19.5% | -23.5% | -14.5% |
| All | +5.0% | +11.6% | -6.6% | -3.6% |
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