-63.8%
XYZ vs CNI
+8.8%
-72.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -4.2% |
| 7D | -2.1% | +1.0% | -3.1% | -3.1% |
| 30D | +7.0% | +7.5% | -0.4% | +0.2% |
| 3M | +5.1% | +1.7% | +3.4% | +3.5% |
| 6M | +14.1% | +15.4% | -1.4% | -1.1% |
| YTD | +26.4% | +31.5% | -5.1% | -5.6% |
| 1Y | +25.1% | +32.8% | -7.7% | -7.7% |
| 3Y | +59.7% | +21.7% | +38.1% | +23.8% |
| 5Y | -63.8% | +8.7% | -72.5% | -68.0% |
| All | -63.8% | +8.8% | -72.6% | -68.0% |
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 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