+262.3%
THC vs CNI
+11.3%
+251.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.8% |
| 7D | 0.0% | -1.1% | +1.1% | +0.5% |
| 30D | +1.5% | -3.5% | +5.1% | +3.3% |
| 3M | +59.9% | +2.2% | +57.7% | +57.9% |
| 6M | +11.0% | +15.1% | -4.1% | +2.6% |
| YTD | +32.6% | +24.7% | +7.9% | +17.1% |
| 1Y | +37.4% | +33.4% | +4.0% | +16.3% |
| 3Y | +252.5% | +19.5% | +233.0% | +205.3% |
| 5Y | +262.3% | +12.6% | +249.8% | +230.9% |
| All | +262.3% | +11.3% | +251.1% | +230.9% |
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 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