+414.3%
VUG vs CNI
+138.2%
+276.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.5% |
| 7D | -0.5% | -0.4% | -0.1% | -0.3% |
| 30D | -1.0% | -2.7% | +1.7% | +0.4% |
| 3M | +3.5% | +3.9% | -0.4% | +1.0% |
| 6M | +14.2% | +16.4% | -2.2% | +4.3% |
| YTD | +8.5% | +25.8% | -17.3% | -5.5% |
| 1Y | +12.9% | +32.4% | -19.5% | -4.8% |
| 3Y | +85.6% | +19.1% | +66.6% | +62.7% |
| 5Y | +78.1% | +13.6% | +64.6% | +59.2% |
| All | +414.3% | +138.2% | +276.1% | +207.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling