+631.5%
XLU vs CNI
+4,591.5%
-3,960.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.6% |
| 7D | -1.6% | -0.4% | -1.2% | -1.5% |
| 30D | -3.3% | -2.7% | -0.6% | -2.6% |
| 3M | -3.2% | +3.9% | -7.1% | -4.4% |
| 6M | -7.0% | +16.4% | -23.3% | -11.3% |
| YTD | +0.6% | +25.8% | -25.2% | -6.4% |
| 1Y | +2.4% | +32.4% | -30.0% | -6.3% |
| 3Y | +46.3% | +19.1% | +27.2% | +36.5% |
| 5Y | +44.0% | +13.6% | +30.4% | +35.0% |
| 10Y | +140.1% | +136.8% | +3.3% | +78.1% |
| All | +631.5% | +4,591.5% | -3,960.1% | +152.9% |
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 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