+169.4%
XLV vs CNI
+138.2%
+31.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.5% |
| 7D | -3.6% | -0.4% | -3.2% | -3.4% |
| 30D | -1.8% | -2.7% | +0.9% | -0.9% |
| 3M | +7.8% | +3.9% | +3.9% | +6.1% |
| 6M | +9.1% | +16.4% | -7.2% | +2.6% |
| YTD | +7.7% | +25.8% | -18.1% | -2.1% |
| 1Y | +20.4% | +32.4% | -12.0% | +7.1% |
| 3Y | +30.8% | +19.1% | +11.7% | +19.3% |
| 5Y | +34.6% | +13.6% | +21.1% | +23.0% |
| All | +169.4% | +138.2% | +31.2% | +75.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling