+1,851.9%
TER vs CNI
+138.2%
+1,713.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +1.9% |
| 7D | +6.4% | -0.4% | +6.7% | +6.7% |
| 30D | -5.7% | -2.7% | -3.0% | -3.6% |
| 3M | -0.4% | +3.9% | -4.3% | -4.4% |
| 6M | +25.8% | +16.4% | +9.5% | +11.7% |
| YTD | +96.4% | +25.8% | +70.6% | +63.5% |
| 1Y | +229.2% | +32.4% | +196.8% | +162.0% |
| 3Y | +288.1% | +19.1% | +269.0% | +235.7% |
| 5Y | +219.9% | +13.6% | +206.4% | +186.2% |
| All | +1,851.9% | +138.2% | +1,713.7% | +956.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling