+47.8%
VMC vs CNI
+12.6%
+35.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.4% |
| 7D | -3.8% | -0.4% | -3.4% | -3.6% |
| 30D | -9.7% | -2.7% | -7.0% | -8.4% |
| 3M | -9.6% | +3.9% | -13.6% | -11.6% |
| 6M | -4.8% | +16.4% | -21.2% | -12.8% |
| YTD | -10.9% | +25.8% | -36.7% | -21.9% |
| 1Y | -15.6% | +32.4% | -48.0% | -28.3% |
| 3Y | +19.3% | +19.1% | +0.2% | +5.4% |
| All | +47.8% | +12.6% | +35.2% | +31.5% |
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