+698.4%
TFC vs CNI
+6,508.8%
-5,810.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.8% |
| 7D | +2.2% | +1.9% | +0.3% | +1.1% |
| 30D | -2.5% | -3.0% | +0.6% | -0.8% |
| 3M | +4.5% | +2.2% | +2.4% | +3.0% |
| 6M | +11.0% | +16.3% | -5.3% | +0.9% |
| YTD | +5.9% | +25.7% | -19.8% | -8.5% |
| 1Y | +14.6% | +30.4% | -15.8% | -3.4% |
| 3Y | +96.7% | +20.4% | +76.3% | +72.4% |
| 5Y | +15.6% | +10.4% | +5.2% | +6.0% |
| 10Y | +98.6% | +126.9% | -28.3% | +20.4% |
| All | +698.4% | +6,508.8% | -5,810.3% | +12.8% |
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