-49.3%
TE vs CNI
+12.6%
-62.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | -0.2% |
| 7D | +0.2% | -0.4% | +0.6% | +0.6% |
| 30D | -5.9% | -2.7% | -3.2% | -3.5% |
| 3M | -45.6% | +3.9% | -49.5% | -48.8% |
| 6M | -43.4% | +16.4% | -59.7% | -52.7% |
| YTD | -31.0% | +25.8% | -56.8% | -48.2% |
| 1Y | +145.2% | +32.4% | +112.8% | +72.0% |
| 3Y | -24.1% | +19.1% | -43.1% | -37.2% |
| All | -49.3% | +12.6% | -62.0% | -56.5% |
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 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