+1,832.8%
NTRS vs CNI
+6,516.9%
-4,684.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.9% |
| 3M | +11.3% | +3.9% | +7.4% | +8.2% |
| 6M | +35.5% | +16.4% | +19.2% | +22.2% |
| YTD | +40.6% | +25.8% | +14.8% | +20.1% |
| 1Y | +49.2% | +32.4% | +16.8% | +23.2% |
| 3Y | +167.2% | +19.1% | +148.1% | +132.9% |
| 5Y | +94.9% | +13.6% | +81.4% | +73.8% |
| 10Y | +259.5% | +136.8% | +122.7% | +104.4% |
| All | +1,832.8% | +6,516.9% | -4,684.1% | +100.5% |
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