-65.6%
XE vs CNI
+14.4%
-79.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +2.1% | -10.6% | -8.2% |
| 7D | -12.9% | +3.7% | -16.7% | -12.6% |
| 30D | -30.3% | +8.1% | -38.3% | -30.0% |
| 3M | -45.9% | +1.9% | -47.7% | -45.8% |
| 6M | -66.2% | +19.2% | -85.4% | -70.8% |
| All | -65.6% | +14.4% | -79.9% | -68.2% |
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