+91.7%
USB vs CNI
+139.1%
-47.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.7% |
| 7D | 0.0% | +0.3% | -0.3% | -0.2% |
| 30D | +5.8% | +7.2% | -1.3% | +1.3% |
| 3M | -6.0% | -1.3% | -4.6% | -5.3% |
| 6M | +7.8% | +11.8% | -4.0% | -0.1% |
| YTD | +14.6% | +27.7% | -13.1% | -3.7% |
| 1Y | +31.8% | +33.5% | -1.7% | +7.4% |
| 3Y | +91.5% | +19.3% | +72.2% | +65.4% |
| 5Y | +22.0% | +3.1% | +18.9% | +14.4% |
| All | +91.7% | +139.1% | -47.4% | +6.7% |
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