+92.9%
NTRS vs CNI
+12.6%
+80.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.6% |
| 7D | +1.4% | -0.4% | +1.7% | +1.6% |
| 30D | -0.7% | -2.7% | +2.0% | +0.8% |
| 3M | +11.3% | +3.9% | +7.4% | +8.3% |
| 6M | +35.5% | +16.4% | +19.2% | +22.5% |
| YTD | +40.6% | +25.8% | +14.8% | +20.3% |
| 1Y | +49.2% | +32.4% | +16.8% | +23.2% |
| 3Y | +167.2% | +19.1% | +148.1% | +131.5% |
| All | +92.9% | +12.6% | +80.3% | +69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling