+1,000.3%
UL vs CNI
+6,494.7%
-5,494.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -0.9% | -1.4% |
| 7D | -3.2% | +0.9% | -4.1% | -3.5% |
| 30D | -0.6% | -2.1% | +1.5% | 0.0% |
| 3M | +9.4% | +1.8% | +7.6% | +8.7% |
| 6M | -4.1% | +14.8% | -18.9% | -8.4% |
| YTD | -2.0% | +25.4% | -27.4% | -9.0% |
| 1Y | -9.0% | +32.9% | -41.9% | -17.2% |
| 3Y | +21.8% | +20.2% | +1.6% | +12.8% |
| 5Y | +20.6% | +12.2% | +8.4% | +12.6% |
| 10Y | +67.7% | +136.0% | -68.3% | +20.1% |
| All | +1,000.3% | +6,494.7% | -5,494.4% | +219.0% |
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