+211.9%
TER vs CNI
+11.3%
+200.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -3.0% | -3.0% |
| 7D | +9.4% | -1.1% | +10.5% | +10.4% |
| 30D | -2.4% | -3.5% | +1.1% | +0.5% |
| 3M | +6.5% | +2.2% | +4.3% | +3.3% |
| 6M | +23.2% | +15.1% | +8.1% | +9.2% |
| YTD | +91.5% | +24.7% | +66.8% | +58.5% |
| 1Y | +214.8% | +33.4% | +181.4% | +144.8% |
| 3Y | +275.3% | +19.5% | +255.8% | +218.7% |
| 5Y | +211.9% | +12.6% | +199.4% | +178.5% |
| All | +211.9% | +11.3% | +200.6% | +178.5% |
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