+203.6%
TGT vs CNI
+138.2%
+65.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.3% |
| 7D | -5.2% | -0.4% | -4.9% | -5.1% |
| 30D | +1.2% | -2.7% | +3.9% | +2.4% |
| 3M | +18.4% | +3.9% | +14.5% | +16.0% |
| 6M | +33.4% | +16.4% | +17.1% | +23.7% |
| YTD | +63.8% | +25.8% | +38.0% | +45.6% |
| 1Y | +77.2% | +32.4% | +44.8% | +53.6% |
| 3Y | +41.8% | +19.1% | +22.7% | +28.2% |
| 5Y | -25.5% | +13.6% | -39.1% | -31.7% |
| All | +203.6% | +138.2% | +65.4% | +110.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling