+5.2%
VUG vs CNI
+37.5%
-32.4%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.6% | +1.4% |
| 7D | -3.0% | +3.7% | -6.8% | -3.2% |
| 30D | -6.4% | +8.1% | -14.5% | -6.8% |
| 3M | -3.2% | +1.9% | -5.1% | -3.2% |
| 6M | +3.1% | +19.2% | -16.1% | +1.0% |
| YTD | +6.3% | +32.7% | -26.4% | +2.1% |
| 1Y | +5.2% | +37.0% | -31.8% | 0.0% |
| All | +5.2% | +37.5% | -32.4% | 0.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling