+3,154.8%
VRTX vs CNI
+6,544.5%
-3,389.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | -3.4% | +2.5% | -5.9% | -4.5% |
| 30D | +6.6% | -2.5% | +9.1% | +7.7% |
| 3M | +19.4% | +2.7% | +16.7% | +17.7% |
| 6M | +15.8% | +16.9% | -1.1% | +7.1% |
| YTD | +16.7% | +26.3% | -9.7% | +3.8% |
| 1Y | +33.8% | +31.1% | +2.7% | +16.8% |
| 3Y | +54.2% | +21.1% | +33.1% | +37.1% |
| 5Y | +176.4% | +11.0% | +165.4% | +150.8% |
| 10Y | +443.5% | +128.1% | +315.4% | +236.8% |
| All | +3,154.8% | +6,544.5% | -3,389.7% | +344.8% |
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 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