+20.7%
XLK vs CNI
+37.5%
-16.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | 0.0% |
| 7D | -7.6% | +3.7% | -11.3% | -7.6% |
| 30D | -12.2% | +8.1% | -20.2% | -12.3% |
| 3M | -5.5% | +1.9% | -7.3% | -5.3% |
| 6M | +9.2% | +19.2% | -10.0% | +7.3% |
| YTD | +23.0% | +32.7% | -9.7% | +18.4% |
| 1Y | +20.7% | +37.0% | -16.3% | +14.9% |
| All | +20.7% | +37.5% | -16.8% | +14.9% |
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