-68.6%
XYZ vs CNI
+11.4%
-80.0%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.3% | -3.3% |
| 7D | +2.9% | +2.5% | +0.4% | +0.6% |
| 30D | +1.4% | -2.5% | +3.9% | +3.9% |
| 3M | +14.6% | +2.7% | +11.8% | +11.2% |
| 6M | +20.8% | +16.9% | +3.8% | +2.7% |
| YTD | +23.1% | +26.3% | -3.3% | -3.8% |
| 1Y | +5.6% | +31.1% | -25.5% | -20.8% |
| 3Y | +50.9% | +21.1% | +29.8% | +17.2% |
| 5Y | -68.6% | +11.0% | -79.6% | -72.0% |
| All | -68.6% | +11.4% | -80.0% | -72.0% |
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