+1,627.8%
VSAT vs CNI
+6,022.5%
-4,394.8%
-92.8%
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 | +17.3% | +2.5% | +14.8% | +15.8% |
| 30D | -3.3% | -2.5% | -0.8% | -2.0% |
| 3M | +18.7% | +2.7% | +16.0% | +16.0% |
| 6M | +77.6% | +16.9% | +60.6% | +61.3% |
| YTD | +125.6% | +26.3% | +99.3% | +96.9% |
| 1Y | +158.3% | +31.1% | +127.2% | +121.0% |
| 3Y | +226.1% | +21.1% | +205.1% | +195.5% |
| 5Y | +54.7% | +11.0% | +43.6% | +46.2% |
| 10Y | +3.5% | +128.1% | -124.6% | -31.6% |
| All | +1,627.8% | +6,022.5% | -4,394.8% | +278.1% |
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