+600.8%
XYZ vs CNI
+137.4%
+463.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.2% |
| 7D | -3.7% | +0.9% | -4.6% | -4.5% |
| 30D | +0.5% | -2.1% | +2.6% | +2.6% |
| 3M | +16.3% | +1.8% | +14.4% | +13.9% |
| 6M | +21.1% | +14.8% | +6.3% | +5.6% |
| YTD | +22.0% | +25.4% | -3.4% | -2.7% |
| 1Y | +5.2% | +32.9% | -27.8% | -20.9% |
| 3Y | +49.6% | +20.2% | +29.4% | +20.4% |
| 5Y | -68.4% | +12.2% | -80.6% | -71.8% |
| All | +600.8% | +137.4% | +463.4% | +265.4% |
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