+49.9%
XLE vs CNI
+37.5%
+12.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.1% | -6.9% | -4.6% |
| 7D | -7.2% | +3.7% | -11.0% | -7.0% |
| 30D | +0.1% | +8.1% | -8.0% | +0.3% |
| 3M | +9.2% | +1.9% | +7.3% | +9.3% |
| 6M | +8.4% | +19.2% | -10.8% | +8.8% |
| YTD | +44.9% | +32.7% | +12.2% | +41.6% |
| 1Y | +49.9% | +37.0% | +12.9% | +45.8% |
| All | +49.9% | +37.5% | +12.3% | +45.8% |
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 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