+811.7%
XLB vs CNI
+4,611.1%
-3,799.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -0.2% | +2.5% | -2.7% | -1.6% |
| 30D | -1.7% | -2.5% | +0.8% | -0.4% |
| 3M | +4.4% | +2.7% | +1.6% | +2.5% |
| 6M | +5.0% | +16.9% | -11.9% | -4.6% |
| YTD | +15.5% | +26.3% | -10.9% | +0.2% |
| 1Y | +14.9% | +31.1% | -16.2% | -2.6% |
| 3Y | +34.5% | +21.1% | +13.4% | +17.5% |
| 5Y | +36.5% | +11.0% | +25.5% | +23.9% |
| 10Y | +159.6% | +128.1% | +31.5% | +53.6% |
| All | +811.7% | +4,611.1% | -3,799.4% | +35.6% |
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