-63.2%
W vs CNI
+12.6%
-75.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.1% |
| 7D | -0.9% | -0.4% | -0.5% | -0.4% |
| 30D | -4.2% | -2.7% | -1.5% | -1.2% |
| 3M | +26.9% | +3.9% | +23.0% | +20.5% |
| 6M | +31.2% | +16.4% | +14.9% | +6.9% |
| YTD | -1.8% | +25.8% | -27.6% | -29.1% |
| 1Y | +9.3% | +32.4% | -23.1% | -27.1% |
| 3Y | +33.2% | +19.1% | +14.1% | +4.1% |
| All | -63.2% | +12.6% | -75.9% | -69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling