+41.0%
TDY vs CNI
+12.6%
+28.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.8% |
| 7D | -1.1% | -0.4% | -0.8% | -0.9% |
| 30D | -12.0% | -2.7% | -9.3% | -10.9% |
| 3M | -3.2% | +3.9% | -7.1% | -5.4% |
| 6M | -7.9% | +16.4% | -24.2% | -15.3% |
| YTD | +18.2% | +25.8% | -7.6% | +4.1% |
| 1Y | +6.7% | +32.4% | -25.7% | -8.8% |
| 3Y | +47.5% | +19.1% | +28.5% | +32.0% |
| All | +41.0% | +12.6% | +28.4% | +29.1% |
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