+227.7%
XLE vs CNI
+10.3%
+217.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.6% | +1.1% |
| 7D | +0.3% | +0.9% | -0.5% | 0.0% |
| 30D | +8.5% | -2.1% | +10.6% | +9.3% |
| 3M | +14.6% | +1.8% | +12.8% | +13.6% |
| 6M | +17.6% | +14.8% | +2.8% | +10.3% |
| YTD | +48.1% | +25.4% | +22.7% | +33.2% |
| 1Y | +53.8% | +32.9% | +20.9% | +34.4% |
| 3Y | +56.2% | +20.2% | +36.0% | +39.7% |
| 5Y | +227.7% | +12.2% | +215.6% | +199.6% |
| All | +227.7% | +10.3% | +217.4% | +199.6% |
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 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