+895.5%
ITOT vs CNI
+1,673.1%
-777.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.4% |
| 7D | -0.9% | -0.4% | -0.5% | -0.7% |
| 30D | -1.5% | -2.7% | +1.2% | -0.1% |
| 3M | +3.6% | +3.9% | -0.4% | +1.2% |
| 6M | +13.7% | +16.4% | -2.7% | +4.3% |
| YTD | +12.9% | +25.8% | -12.9% | -0.9% |
| 1Y | +17.2% | +32.4% | -15.2% | -0.2% |
| 3Y | +75.6% | +19.1% | +56.6% | +55.6% |
| 5Y | +75.5% | +13.6% | +61.9% | +57.6% |
| 10Y | +302.0% | +136.8% | +165.2% | +138.5% |
| All | +895.5% | +1,673.1% | -777.6% | +146.3% |
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