+5,470.5%
TD vs CNI
+6,494.7%
-1,024.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.8% |
| 7D | -1.9% | +0.9% | -2.8% | -2.4% |
| 30D | -1.6% | -2.1% | +0.5% | -0.6% |
| 3M | +4.6% | +1.8% | +2.8% | +3.2% |
| 6M | +26.8% | +14.8% | +12.0% | +17.2% |
| YTD | +28.3% | +25.4% | +2.9% | +12.8% |
| 1Y | +60.4% | +32.9% | +27.5% | +36.5% |
| 3Y | +125.7% | +20.2% | +105.5% | +98.8% |
| 5Y | +122.4% | +12.2% | +110.2% | +100.5% |
| 10Y | +297.1% | +136.0% | +161.1% | +138.0% |
| All | +5,470.5% | +6,494.7% | -1,024.1% | +687.1% |
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 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