-35.7%
U vs CNI
+27.8%
-63.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.9% | +3.6% | +3.8% |
| 7D | +5.5% | -0.4% | +5.9% | +5.8% |
| 30D | -1.3% | -2.7% | +1.4% | +0.8% |
| 3M | +64.6% | +3.9% | +60.7% | +58.6% |
| 6M | +119.4% | +16.4% | +103.0% | +91.6% |
| YTD | -0.5% | +25.8% | -26.3% | -18.3% |
| 1Y | +1.3% | +32.4% | -31.1% | -20.6% |
| 3Y | +15.6% | +19.1% | -3.5% | -0.5% |
| 5Y | -67.5% | +13.6% | -81.0% | -69.5% |
| All | -35.7% | +27.8% | -63.5% | -42.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling