-50.0%
TE vs CNI
+50.8%
-100.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.2% | -2.6% |
| 7D | +15.0% | +0.9% | +14.1% | +14.5% |
| 30D | -7.5% | -2.1% | -5.4% | -6.4% |
| 3M | -42.0% | +1.8% | -43.8% | -43.3% |
| 6M | -31.4% | +14.8% | -46.2% | -37.6% |
| YTD | -26.5% | +25.4% | -51.9% | -37.2% |
| 1Y | +153.1% | +32.9% | +120.2% | +107.7% |
| 3Y | -20.7% | +20.2% | -40.9% | -28.0% |
| 5Y | -45.4% | +12.2% | -57.6% | -48.5% |
| All | -50.0% | +50.8% | -100.8% | -52.7% |
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