-11.5%
WY vs CNI
+33.8%
-45.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | 0.0% |
| 7D | -4.2% | -0.4% | -3.8% | -4.0% |
| 30D | -10.1% | -2.7% | -7.4% | -9.2% |
| 3M | -8.5% | +3.9% | -12.4% | -9.8% |
| 6M | -3.3% | +16.4% | -19.7% | -8.3% |
| YTD | -4.4% | +25.8% | -30.2% | -11.3% |
| 1Y | -11.5% | +32.4% | -43.9% | -19.4% |
| All | -11.5% | +33.8% | -45.3% | -19.4% |
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