-51.4%
VG vs CNI
+20.9%
-72.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.2% |
| 7D | -22.0% | +0.3% | -22.3% | -22.1% |
| 30D | -11.6% | +7.2% | -18.8% | -12.7% |
| 3M | -14.9% | -1.3% | -13.6% | -14.8% |
| 6M | -3.5% | +11.8% | -15.3% | -6.0% |
| YTD | +70.0% | +27.7% | +42.3% | +52.6% |
| 1Y | +50.0% | +33.5% | +16.5% | +31.3% |
| All | -51.4% | +20.9% | -72.3% | -60.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling