+199.8%
TER vs CNI
+29.8%
+170.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.2% | +5.3% | +5.3% |
| 7D | +0.6% | -2.1% | +2.7% | +2.2% |
| 30D | -8.3% | -3.3% | -5.0% | -6.0% |
| 3M | -12.2% | +3.8% | -16.0% | -16.3% |
| 6M | +17.0% | +12.7% | +4.4% | +4.2% |
| YTD | +84.6% | +26.3% | +58.3% | +59.9% |
| 1Y | +199.8% | +29.9% | +169.9% | +157.7% |
| All | +199.8% | +29.8% | +170.0% | +157.7% |
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 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