+24.5%
USB vs CNI
+8.8%
+15.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +1.2% | +1.0% | +0.2% | +0.7% |
| 30D | +6.3% | +7.5% | -1.2% | +2.4% |
| 3M | -6.1% | +1.7% | -7.8% | -7.1% |
| 6M | +13.0% | +15.4% | -2.4% | +4.5% |
| YTD | +16.6% | +31.5% | -14.9% | -0.5% |
| 1Y | +31.1% | +32.8% | -1.7% | +11.3% |
| 3Y | +100.9% | +21.7% | +79.2% | +76.5% |
| 5Y | +24.5% | +8.7% | +15.8% | +15.3% |
| All | +24.5% | +8.8% | +15.8% | +15.3% |
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