+145.7%
VMC vs CNI
+138.2%
+7.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.3% |
| 7D | -3.8% | -0.4% | -3.4% | -3.5% |
| 30D | -9.7% | -2.7% | -7.0% | -8.3% |
| 3M | -9.6% | +3.9% | -13.6% | -11.8% |
| 6M | -4.8% | +16.4% | -21.2% | -13.4% |
| YTD | -10.9% | +25.8% | -36.7% | -22.7% |
| 1Y | -15.6% | +32.4% | -48.0% | -29.2% |
| 3Y | +19.3% | +19.1% | +0.2% | +4.7% |
| 5Y | +48.0% | +13.6% | +34.4% | +32.1% |
| All | +145.7% | +138.2% | +7.5% | +42.2% |
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