+1,245.4%
VUG vs CNI
+1,722.8%
-477.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.9% | +2.5% | -1.6% | -0.4% |
| 30D | -1.4% | -2.5% | +1.1% | -0.2% |
| 3M | +2.3% | +2.7% | -0.4% | +0.5% |
| 6M | +15.7% | +16.9% | -1.3% | +5.9% |
| YTD | +8.6% | +26.3% | -17.7% | -4.8% |
| 1Y | +14.1% | +31.1% | -17.1% | -2.3% |
| 3Y | +87.9% | +21.1% | +66.8% | +65.1% |
| 5Y | +76.3% | +11.0% | +65.3% | +61.2% |
| 10Y | +409.7% | +128.1% | +281.5% | +214.8% |
| All | +1,245.4% | +1,722.8% | -477.4% | +244.7% |
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 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