+179.2%
XLE vs CNI
+140.9%
+38.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.4% | +1.3% |
| 7D | +5.4% | +2.5% | +2.9% | +3.8% |
| 30D | -3.9% | +6.1% | -10.1% | -7.6% |
| 3M | +7.0% | +0.1% | +6.9% | +6.4% |
| 6M | +14.2% | +14.9% | -0.7% | +3.9% |
| YTD | +48.2% | +30.9% | +17.3% | +22.1% |
| 1Y | +47.7% | +33.9% | +13.8% | +19.7% |
| 3Y | +70.0% | +20.2% | +49.8% | +44.0% |
| 5Y | +169.1% | +8.2% | +161.0% | +139.5% |
| All | +179.2% | +140.9% | +38.3% | +42.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling