-35.7%
VG vs CNI
+18.7%
-54.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.7% | +4.6% | +3.9% |
| 7D | +3.8% | +0.9% | +2.9% | +3.7% |
| 30D | +7.2% | -2.1% | +9.3% | +7.5% |
| 3M | +22.8% | +1.8% | +21.0% | +22.0% |
| 6M | +33.2% | +14.8% | +18.4% | +27.4% |
| YTD | +124.8% | +25.4% | +99.4% | +102.6% |
| 1Y | +15.8% | +32.9% | -17.1% | +1.0% |
| All | -35.7% | +18.7% | -54.4% | -47.2% |
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 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