-38.0%
VG vs CNI
+19.0%
-57.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.2% |
| 7D | -2.5% | +1.9% | -4.5% | -2.8% |
| 30D | +11.1% | -3.0% | +14.1% | +11.6% |
| 3M | +14.9% | +2.2% | +12.7% | +14.1% |
| 6M | +18.4% | +16.3% | +2.0% | +12.4% |
| YTD | +116.6% | +25.7% | +90.9% | +95.1% |
| 1Y | +9.4% | +30.4% | -21.0% | -3.5% |
| All | -38.0% | +19.0% | -57.0% | -49.1% |
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