+62.6%
XYZ vs CNI
+21.4%
+41.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +3.1% |
| 7D | -1.1% | +2.5% | -3.6% | -2.5% |
| 30D | +11.5% | +6.1% | +5.4% | +8.0% |
| 3M | +1.8% | +0.1% | +1.7% | +1.8% |
| 6M | +21.2% | +14.9% | +6.3% | +11.9% |
| YTD | +29.9% | +30.9% | -0.9% | +10.2% |
| 1Y | +35.8% | +33.9% | +1.8% | +13.3% |
| 3Y | +62.6% | +20.2% | +42.4% | +52.0% |
| All | +62.6% | +21.4% | +41.2% | +52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling