+101.9%
WMT vs CNI
+19.7%
+82.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.2% |
| 7D | 0.0% | -0.4% | +0.4% | +0.1% |
| 30D | -7.4% | -2.7% | -4.7% | -7.0% |
| 3M | -10.9% | +3.9% | -14.8% | -11.6% |
| 6M | -12.7% | +16.4% | -29.0% | -15.4% |
| YTD | -3.2% | +25.8% | -29.0% | -7.7% |
| 1Y | +5.3% | +32.4% | -27.1% | -0.7% |
| 3Y | +101.9% | +19.1% | +82.8% | +90.8% |
| All | +101.9% | +19.7% | +82.1% | +90.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling