+84.6%
TGT vs CNI
+29.8%
+54.8%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +0.8% | -2.1% | +2.9% | +1.2% |
| 30D | +12.2% | -3.3% | +15.5% | +13.0% |
| 3M | +33.8% | +3.8% | +30.0% | +32.2% |
| 6M | +39.3% | +12.7% | +26.6% | +33.9% |
| YTD | +72.9% | +26.3% | +46.6% | +57.9% |
| 1Y | +84.6% | +29.9% | +54.7% | +63.8% |
| All | +84.6% | +29.8% | +54.8% | +63.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling