+28.4%
XLY vs CNI
+12.6%
+15.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.4% |
| 7D | -1.7% | -0.4% | -1.3% | -1.5% |
| 30D | -4.2% | -2.7% | -1.5% | -2.8% |
| 3M | -2.7% | +3.9% | -6.6% | -5.1% |
| 6M | -0.6% | +16.4% | -17.0% | -9.5% |
| YTD | -5.0% | +25.8% | -30.8% | -17.7% |
| 1Y | -4.1% | +32.4% | -36.5% | -19.6% |
| 3Y | +33.6% | +19.1% | +14.5% | +16.3% |
| All | +28.4% | +12.6% | +15.8% | +14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling