+735.9%
T vs CNI
+6,541.6%
-5,805.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.0% |
| 7D | -1.3% | -2.1% | +0.8% | -0.6% |
| 30D | +11.4% | -3.3% | +14.6% | +12.4% |
| 3M | +14.3% | +3.8% | +10.5% | +12.8% |
| 6M | -9.3% | +12.7% | -21.9% | -12.9% |
| YTD | +7.1% | +26.3% | -19.2% | -1.1% |
| 1Y | -9.1% | +29.9% | -39.0% | -16.9% |
| 3Y | +105.3% | +15.9% | +89.4% | +91.5% |
| 5Y | +66.8% | +6.9% | +59.9% | +57.6% |
| 10Y | +66.8% | +126.8% | -60.0% | +20.9% |
| All | +735.9% | +6,541.6% | -5,805.7% | +149.3% |
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