+71.7%
TER vs CNI
+8.1%
+63.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.0% |
| 7D | +14.4% | +2.5% | +11.8% | +12.2% |
| 30D | -30.6% | +6.1% | -36.7% | -34.2% |
| 3M | -39.2% | +0.1% | -39.3% | -39.4% |
| 6M | -31.3% | +14.9% | -46.2% | -40.2% |
| YTD | +29.1% | +30.9% | -1.8% | +1.6% |
| 1Y | +47.4% | +33.9% | +13.5% | +13.8% |
| 3Y | +191.2% | +20.2% | +171.0% | +144.7% |
| All | +71.7% | +8.1% | +63.6% | +54.0% |
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