+16.0%
TFC vs CNI
+11.3%
+4.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +0.9% | +0.7% |
| 7D | -2.5% | -1.1% | -1.4% | -1.8% |
| 30D | -2.8% | -3.5% | +0.7% | -0.7% |
| 3M | +2.1% | +2.2% | -0.1% | +0.5% |
| 6M | +10.1% | +15.1% | -5.0% | +0.1% |
| YTD | +5.4% | +24.7% | -19.2% | -9.4% |
| 1Y | +16.3% | +33.4% | -17.0% | -4.8% |
| 3Y | +95.9% | +19.5% | +76.4% | +69.5% |
| 5Y | +16.0% | +12.6% | +3.4% | +4.3% |
| All | +16.0% | +11.3% | +4.7% | +4.3% |
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