+351.2%
THC vs CNI
+6,494.7%
-6,143.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.7% | +4.6% | +4.3% |
| 7D | +4.1% | +0.9% | +3.2% | +3.6% |
| 30D | +3.5% | -2.1% | +5.6% | +4.6% |
| 3M | +61.7% | +1.8% | +59.9% | +59.9% |
| 6M | +11.8% | +14.8% | -3.0% | +3.2% |
| YTD | +35.4% | +25.4% | +10.0% | +18.7% |
| 1Y | +37.0% | +32.9% | +4.1% | +15.8% |
| 3Y | +260.1% | +20.2% | +239.9% | +214.9% |
| 5Y | +262.6% | +12.2% | +250.4% | +228.5% |
| 10Y | +1,039.2% | +136.0% | +903.2% | +636.8% |
| All | +351.2% | +6,494.7% | -6,143.5% | -5.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling