+43.2%
TER vs CNI
+37.5%
+5.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.1% | -8.9% | -8.4% |
| 7D | -19.9% | +3.7% | -23.6% | -22.3% |
| 30D | -43.5% | +8.1% | -51.6% | -47.3% |
| 3M | -37.8% | +1.9% | -39.6% | -38.8% |
| 6M | -25.6% | +19.2% | -44.8% | -39.8% |
| YTD | +29.8% | +32.7% | -2.9% | +1.2% |
| 1Y | +43.2% | +37.0% | +6.2% | +8.3% |
| All | +43.2% | +37.5% | +5.6% | +8.3% |
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