+1,644.1%
THC vs CNI
+140.9%
+1,503.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.1% |
| 7D | +1.0% | +2.5% | -1.6% | -0.9% |
| 30D | +5.3% | +6.1% | -0.8% | +0.6% |
| 3M | +7.1% | +0.1% | +7.0% | +6.7% |
| 6M | +46.0% | +14.9% | +31.1% | +30.6% |
| YTD | +43.9% | +30.9% | +13.1% | +14.7% |
| 1Y | +45.4% | +33.9% | +11.5% | +13.3% |
| 3Y | +421.3% | +20.2% | +401.1% | +324.2% |
| 5Y | +261.5% | +8.2% | +253.3% | +216.6% |
| All | +1,644.1% | +140.9% | +1,503.2% | +692.9% |
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