+1,025.4%
XEL vs CNI
+6,494.7%
-5,469.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.7% |
| 7D | +0.9% | +0.9% | 0.0% | +0.7% |
| 30D | -0.9% | -2.1% | +1.2% | -0.4% |
| 3M | -1.4% | +1.8% | -3.2% | -1.9% |
| 6M | -5.8% | +14.8% | -20.6% | -9.2% |
| YTD | +4.7% | +25.4% | -20.7% | -1.4% |
| 1Y | +9.1% | +32.9% | -23.9% | +1.1% |
| 3Y | +47.8% | +20.2% | +27.7% | +39.2% |
| 5Y | +29.0% | +12.2% | +16.9% | +22.6% |
| 10Y | +154.0% | +136.0% | +18.0% | +98.0% |
| All | +1,025.4% | +6,494.7% | -5,469.3% | +390.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling