+1,831.8%
VMC vs CNI
+6,544.5%
-4,712.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.7% | -1.7% |
| 7D | -0.5% | +2.5% | -3.0% | -1.8% |
| 30D | -9.1% | -2.5% | -6.6% | -7.9% |
| 3M | -4.1% | +2.7% | -6.9% | -5.6% |
| 6M | -5.5% | +16.9% | -22.5% | -13.4% |
| YTD | -8.9% | +26.3% | -35.2% | -20.0% |
| 1Y | -12.9% | +31.1% | -44.0% | -25.2% |
| 3Y | +22.1% | +21.1% | +1.1% | +8.0% |
| 5Y | +52.7% | +11.0% | +41.7% | +40.3% |
| 10Y | +152.7% | +128.1% | +24.6% | +56.5% |
| All | +1,831.8% | +6,544.5% | -4,712.7% | +295.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling