+23.6%
TDY vs CNI
+37.5%
-13.9%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.1% | -6.9% | -5.4% |
| 7D | -5.0% | +3.7% | -8.8% | -6.2% |
| 30D | +2.0% | +8.1% | -6.1% | -0.7% |
| 3M | -7.7% | +1.9% | -9.6% | -8.3% |
| 6M | -0.9% | +19.2% | -20.1% | -8.1% |
| YTD | +23.7% | +32.7% | -9.0% | +7.3% |
| 1Y | +23.6% | +37.0% | -13.4% | +5.5% |
| All | +23.6% | +37.5% | -13.9% | +5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling