+33.4%
XLB vs CNI
+11.3%
+22.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.7% | -0.9% |
| 7D | -3.5% | -1.1% | -2.4% | -3.0% |
| 30D | -4.7% | -3.5% | -1.1% | -2.9% |
| 3M | +2.7% | +2.2% | +0.5% | +1.3% |
| 6M | +2.6% | +15.1% | -12.5% | -5.4% |
| YTD | +12.8% | +24.7% | -11.8% | -0.6% |
| 1Y | +14.0% | +33.4% | -19.4% | -3.6% |
| 3Y | +31.5% | +19.5% | +12.0% | +15.6% |
| 5Y | +33.4% | +12.6% | +20.9% | +19.7% |
| All | +33.4% | +11.3% | +22.1% | +19.7% |
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