+529.4%
XYZ vs CNI
+164.8%
+364.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -4.2% |
| 7D | -2.1% | +1.0% | -3.1% | -3.0% |
| 30D | +7.0% | +7.5% | -0.4% | +0.8% |
| 3M | +5.1% | +1.7% | +3.4% | +3.7% |
| 6M | +14.1% | +15.4% | -1.4% | +0.4% |
| YTD | +26.4% | +31.5% | -5.1% | -2.3% |
| 1Y | +25.1% | +32.8% | -7.7% | -4.2% |
| 3Y | +59.7% | +21.7% | +38.1% | +29.0% |
| 5Y | -63.8% | +8.7% | -72.5% | -66.5% |
| 10Y | +592.4% | +143.3% | +449.1% | +257.4% |
| All | +529.4% | +164.8% | +364.6% | +207.4% |
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 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