+176.9%
XLE vs CNI
+136.1%
+40.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.2% |
| 7D | +0.5% | -1.1% | +1.6% | +1.1% |
| 30D | +6.6% | -3.5% | +10.1% | +8.7% |
| 3M | +12.3% | +2.2% | +10.1% | +10.3% |
| 6M | +18.4% | +15.1% | +3.3% | +6.8% |
| YTD | +47.2% | +24.7% | +22.5% | +25.5% |
| 1Y | +50.3% | +33.4% | +16.9% | +22.0% |
| 3Y | +55.3% | +19.5% | +35.8% | +31.4% |
| 5Y | +226.0% | +12.6% | +213.4% | +178.2% |
| All | +176.9% | +136.1% | +40.8% | +37.0% |
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