+2,394.0%
ETR vs CNI
+6,457.9%
-4,063.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.8% | -1.2% |
| 7D | -1.9% | -1.1% | -0.8% | -1.6% |
| 30D | -0.2% | -3.5% | +3.3% | +0.7% |
| 3M | -3.7% | +2.2% | -5.9% | -4.4% |
| 6M | +2.1% | +15.1% | -13.0% | -1.9% |
| YTD | +16.5% | +24.7% | -8.2% | +9.5% |
| 1Y | +22.5% | +33.4% | -10.8% | +13.1% |
| 3Y | +144.7% | +19.5% | +125.2% | +130.0% |
| 5Y | +125.2% | +12.6% | +112.7% | +113.5% |
| 10Y | +296.9% | +134.7% | +162.2% | +210.4% |
| All | +2,394.0% | +6,457.9% | -4,063.9% | +1,148.6% |
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