+266.6%
THC vs CNI
+19.3%
+247.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.7% | +4.6% | +4.1% |
| 7D | +4.1% | +0.9% | +3.2% | +3.8% |
| 30D | +3.5% | -2.1% | +5.6% | +4.1% |
| 3M | +61.7% | +1.8% | +59.9% | +60.8% |
| 6M | +11.8% | +14.8% | -3.0% | +7.3% |
| YTD | +35.4% | +25.4% | +10.0% | +26.6% |
| 1Y | +37.0% | +32.9% | +4.1% | +25.6% |
| All | +266.6% | +19.3% | +247.3% | +227.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling