+1,400.6%
USB vs CNI
+6,746.3%
-5,345.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.0% |
| 7D | -1.5% | +2.0% | -3.4% | -2.5% |
| 30D | +4.3% | +6.8% | -2.5% | +0.5% |
| 3M | -6.1% | -0.3% | -5.8% | -6.1% |
| 6M | +9.4% | +16.3% | -6.9% | +0.1% |
| YTD | +15.2% | +30.2% | -15.0% | -2.0% |
| 1Y | +32.8% | +34.0% | -1.3% | +11.0% |
| 3Y | +91.3% | +21.2% | +70.1% | +67.6% |
| 5Y | +22.7% | +5.1% | +17.5% | +15.0% |
| 10Y | +97.0% | +145.9% | -48.9% | +14.0% |
| All | +1,400.6% | +6,746.3% | -5,345.8% | +104.7% |
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 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