+533.2%
XYZ vs CNI
+154.2%
+379.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.9% |
| 7D | -1.0% | -2.1% | +1.1% | +0.9% |
| 30D | -1.7% | -3.3% | +1.6% | +1.3% |
| 3M | +16.7% | +3.8% | +12.9% | +12.5% |
| 6M | +26.9% | +12.7% | +14.2% | +13.0% |
| YTD | +27.1% | +26.3% | +0.9% | +1.8% |
| 1Y | +9.3% | +29.9% | -20.6% | -15.0% |
| 3Y | +42.3% | +15.9% | +26.3% | +19.9% |
| 5Y | -69.3% | +6.9% | -76.3% | -71.3% |
| 10Y | +586.8% | +126.8% | +460.0% | +271.0% |
| All | +533.2% | +154.2% | +379.0% | +220.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling