+12.3%
XLI vs CNI
+37.5%
-25.2%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.8% |
| 7D | +0.6% | +3.7% | -3.2% | -0.7% |
| 30D | -0.4% | +8.1% | -8.5% | -3.1% |
| 3M | -8.8% | +1.9% | -10.7% | -9.5% |
| 6M | -0.4% | +19.2% | -19.6% | -7.2% |
| YTD | +10.1% | +32.7% | -22.6% | -1.6% |
| 1Y | +12.3% | +37.0% | -24.7% | -0.9% |
| All | +12.3% | +37.5% | -25.2% | -0.9% |
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