+29.9%
CNI vs TW
-15.9%
+45.8%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | +0.2% |
| 7D | -2.1% | -2.3% | +0.2% | -2.2% |
| 30D | -3.3% | +3.9% | -7.2% | -3.2% |
| 3M | +3.8% | +5.7% | -1.9% | +4.4% |
| 6M | +12.7% | -14.5% | +27.2% | +14.5% |
| YTD | +26.3% | -0.9% | +27.1% | +25.3% |
| 1Y | +29.9% | -13.5% | +43.4% | +31.5% |
| All | +29.9% | -15.9% | +45.8% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling