+70.3%
T vs CNI
+138.2%
-68.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.7% |
| 7D | +1.5% | -0.4% | +1.9% | +1.6% |
| 30D | +7.5% | -2.7% | +10.2% | +8.3% |
| 3M | +14.8% | +3.9% | +10.9% | +13.3% |
| 6M | -1.7% | +16.4% | -18.1% | -6.7% |
| YTD | +8.7% | +25.8% | -17.1% | +0.4% |
| 1Y | -7.5% | +32.4% | -39.9% | -16.1% |
| 3Y | +110.2% | +19.1% | +91.2% | +93.6% |
| 5Y | +71.6% | +13.6% | +58.1% | +57.7% |
| All | +70.3% | +138.2% | -68.0% | +16.2% |
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