+24.3%
W vs CNI
+37.5%
-13.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.1% | +8.9% | +10.6% |
| 7D | +8.4% | +3.7% | +4.6% | +7.7% |
| 30D | +16.5% | +8.1% | +8.4% | +14.9% |
| 3M | +6.4% | +1.9% | +4.6% | +6.0% |
| 6M | +90.5% | +19.2% | +71.3% | +86.6% |
| YTD | +23.1% | +32.7% | -9.7% | +17.3% |
| 1Y | +24.3% | +37.0% | -12.7% | +17.1% |
| All | +24.3% | +37.5% | -13.3% | +17.1% |
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 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