+1,093.3%
XLI vs CNI
+4,575.8%
-3,482.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.1% |
| 7D | -0.6% | +0.9% | -1.4% | -1.0% |
| 30D | -6.9% | -2.1% | -4.8% | -5.9% |
| 3M | -1.9% | +1.8% | -3.7% | -3.1% |
| 6M | +1.0% | +14.8% | -13.8% | -6.5% |
| YTD | +11.3% | +25.4% | -14.1% | -1.8% |
| 1Y | +15.8% | +32.9% | -17.1% | -1.2% |
| 3Y | +69.8% | +20.2% | +49.6% | +50.6% |
| 5Y | +80.9% | +12.2% | +68.7% | +64.3% |
| 10Y | +257.2% | +136.0% | +121.2% | +119.0% |
| All | +1,093.3% | +4,575.8% | -3,482.6% | +116.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling