-16.0%
TEAM vs CNI
+19.7%
-35.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.1% |
| 7D | -5.2% | -0.4% | -4.8% | -5.1% |
| 30D | +15.8% | -2.7% | +18.5% | +16.4% |
| 3M | +101.5% | +3.9% | +97.5% | +99.9% |
| 6M | +138.2% | +16.4% | +121.8% | +129.3% |
| YTD | +10.8% | +25.8% | -15.0% | +3.0% |
| 1Y | +1.7% | +32.4% | -30.7% | -7.8% |
| 3Y | -16.0% | +19.1% | -35.1% | -23.4% |
| All | -16.0% | +19.7% | -35.8% | -23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling