-10.5%
TEM vs CNI
+37.5%
-48.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.1% | -4.9% | -3.9% |
| 7D | -1.3% | +3.7% | -5.1% | -3.1% |
| 30D | -9.5% | +8.1% | -17.6% | -13.1% |
| 3M | +60.7% | +1.9% | +58.8% | +59.2% |
| 6M | +35.5% | +19.2% | +16.3% | +24.7% |
| YTD | +28.0% | +32.7% | -4.7% | +11.6% |
| 1Y | -10.5% | +37.0% | -47.5% | -23.6% |
| All | -10.5% | +37.5% | -48.1% | -23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling