+108.3%
V vs CNI
+8.1%
+100.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.5% |
| 7D | +0.9% | +2.5% | -1.6% | 0.0% |
| 30D | +9.0% | +6.1% | +2.9% | +6.6% |
| 3M | +16.7% | +0.1% | +16.6% | +16.6% |
| 6M | +33.4% | +14.9% | +18.5% | +26.3% |
| YTD | +22.4% | +30.9% | -8.5% | +8.5% |
| 1Y | +27.7% | +33.9% | -6.2% | +12.0% |
| 3Y | +78.0% | +20.2% | +57.8% | +60.3% |
| All | +108.3% | +8.1% | +100.2% | +94.2% |
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