+3,153.0%
TER vs CNI
+6,541.6%
-3,388.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.2% | +5.3% | +5.4% |
| 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% | -15.3% |
| 6M | +17.1% | +12.7% | +4.4% | +7.9% |
| YTD | +84.7% | +26.3% | +58.4% | +55.9% |
| 1Y | +199.9% | +29.9% | +170.0% | +146.9% |
| 3Y | +232.8% | +15.9% | +216.8% | +198.3% |
| 5Y | +198.6% | +6.9% | +191.6% | +183.1% |
| 10Y | +1,669.7% | +126.8% | +1,543.0% | +854.5% |
| All | +3,153.0% | +6,541.6% | -3,388.6% | +91.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling