+68.3%
T vs CNI
+11.3%
+57.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.1% | +1.7% |
| 7D | -2.4% | -1.1% | -1.3% | -2.2% |
| 30D | +4.3% | -3.5% | +7.8% | +5.0% |
| 3M | +11.6% | +2.2% | +9.3% | +11.0% |
| 6M | -5.6% | +15.1% | -20.7% | -8.2% |
| YTD | +6.6% | +24.7% | -18.1% | +1.9% |
| 1Y | -8.4% | +33.4% | -41.7% | -13.7% |
| 3Y | +107.8% | +19.5% | +88.3% | +97.0% |
| 5Y | +68.3% | +12.6% | +55.7% | +59.1% |
| All | +68.3% | +11.3% | +57.0% | +59.1% |
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