+468.0%
UUUU vs CNI
+138.2%
+329.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.9% | -5.9% | -5.7% |
| 7D | -10.5% | -0.4% | -10.1% | -10.2% |
| 30D | -10.5% | -2.7% | -7.8% | -8.4% |
| 3M | -14.1% | +3.9% | -18.0% | -18.0% |
| 6M | -35.5% | +16.4% | -51.8% | -44.3% |
| YTD | -10.9% | +25.8% | -36.7% | -28.9% |
| 1Y | +3.4% | +32.4% | -29.0% | -21.3% |
| 3Y | +73.1% | +19.1% | +54.1% | +41.0% |
| 5Y | +87.1% | +13.6% | +73.6% | +62.5% |
| All | +468.0% | +138.2% | +329.8% | +200.5% |
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