-3.5%
VG vs CNI
+13.4%
-17.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | -0.8% |
| 7D | -22.0% | +0.3% | -22.3% | -21.7% |
| 30D | -11.6% | +7.2% | -18.8% | -10.6% |
| 3M | -14.9% | -1.3% | -13.6% | -14.8% |
| 6M | -3.5% | +11.8% | -15.3% | +0.8% |
| All | -3.5% | +13.4% | -17.0% | +0.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling