+46.6%
TEM vs CNI
+5.7%
+40.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | -0.5% |
| 7D | -8.7% | -0.4% | -8.3% | -8.3% |
| 30D | +8.1% | -2.7% | +10.8% | +11.7% |
| 3M | +19.0% | +3.9% | +15.1% | +14.1% |
| 6M | +12.0% | +16.4% | -4.3% | -6.5% |
| YTD | -0.1% | +25.8% | -25.9% | -24.7% |
| 1Y | -33.5% | +32.4% | -65.9% | -53.8% |
| All | +46.6% | +5.7% | +40.9% | +45.4% |
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 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