-25.1%
TGT vs CNI
+12.6%
-37.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.4% |
| 7D | -5.2% | -0.4% | -4.9% | -5.0% |
| 30D | +1.2% | -2.7% | +3.9% | +2.5% |
| 3M | +18.4% | +3.9% | +14.5% | +15.7% |
| 6M | +33.4% | +16.4% | +17.1% | +22.3% |
| YTD | +63.8% | +25.8% | +38.0% | +42.8% |
| 1Y | +77.2% | +32.4% | +44.8% | +49.9% |
| 3Y | +41.8% | +19.1% | +22.7% | +25.2% |
| All | -25.1% | +12.6% | -37.7% | -33.6% |
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