+64.3%
XLF vs CNI
+12.6%
+51.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.3% |
| 7D | -1.5% | -0.4% | -1.1% | -1.3% |
| 30D | -1.2% | -2.7% | +1.5% | 0.0% |
| 3M | +9.2% | +3.9% | +5.3% | +7.0% |
| 6M | +16.3% | +16.4% | 0.0% | +7.9% |
| YTD | +5.4% | +25.8% | -20.4% | -6.2% |
| 1Y | +7.6% | +32.4% | -24.8% | -6.8% |
| 3Y | +74.2% | +19.1% | +55.1% | +55.4% |
| All | +64.3% | +12.6% | +51.6% | +46.8% |
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 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