-52.7%
TEAM vs CNI
+11.3%
-64.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.3% |
| 7D | -7.8% | -1.1% | -6.7% | -7.3% |
| 30D | +16.5% | -3.5% | +20.1% | +18.7% |
| 3M | +96.2% | +2.2% | +94.0% | +93.5% |
| 6M | +130.2% | +15.1% | +115.1% | +110.6% |
| YTD | +10.7% | +24.7% | -13.9% | -4.9% |
| 1Y | +3.0% | +33.4% | -30.4% | -15.8% |
| 3Y | -13.1% | +19.5% | -32.6% | -26.4% |
| 5Y | -52.7% | +12.6% | -65.3% | -56.7% |
| All | -52.7% | +11.3% | -64.0% | -56.7% |
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 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