+90.2%
NTR vs CNI
+75.0%
+15.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.9% |
| 7D | -1.3% | -0.4% | -0.9% | -1.1% |
| 30D | +16.8% | -2.7% | +19.5% | +18.6% |
| 3M | +20.7% | +3.9% | +16.8% | +17.6% |
| 6M | +0.5% | +16.4% | -15.8% | -9.7% |
| YTD | +29.2% | +25.8% | +3.4% | +9.9% |
| 1Y | +39.6% | +32.4% | +7.2% | +14.5% |
| 3Y | +37.9% | +19.1% | +18.8% | +18.6% |
| 5Y | +47.1% | +13.6% | +33.5% | +28.6% |
| All | +90.2% | +75.0% | +15.2% | +12.4% |
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