-44.6%
VG vs CNI
+23.9%
-68.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.9% |
| 7D | +14.0% | +2.5% | +11.4% | +13.7% |
| 30D | -1.0% | +6.1% | -7.1% | -1.8% |
| 3M | -2.7% | +0.1% | -2.8% | -2.7% |
| 6M | +1.5% | +14.9% | -13.4% | -1.4% |
| YTD | +93.7% | +30.9% | +62.8% | +73.5% |
| 1Y | +68.5% | +33.9% | +34.6% | +48.8% |
| All | -44.6% | +23.9% | -68.5% | -54.8% |
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