+255.5%
NTRS vs CNI
+138.2%
+117.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.5% |
| 7D | +1.4% | -0.4% | +1.7% | +1.6% |
| 30D | -0.7% | -2.7% | +2.0% | +1.1% |
| 3M | +11.3% | +3.9% | +7.4% | +7.7% |
| 6M | +35.5% | +16.4% | +19.2% | +20.4% |
| YTD | +40.6% | +25.8% | +14.8% | +17.2% |
| 1Y | +49.2% | +32.4% | +16.8% | +19.4% |
| 3Y | +167.2% | +19.1% | +148.1% | +126.6% |
| 5Y | +94.9% | +13.6% | +81.4% | +68.5% |
| All | +255.5% | +138.2% | +117.3% | +80.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling