-5.6%
TLT vs CNI
+37.5%
-43.1%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.6% |
| 7D | +1.0% | +3.7% | -2.8% | +0.6% |
| 30D | +6.0% | +8.1% | -2.1% | +5.2% |
| 3M | -0.9% | +1.9% | -2.8% | -1.2% |
| 6M | -2.3% | +19.2% | -21.5% | -4.0% |
| YTD | -3.3% | +32.7% | -36.0% | -5.8% |
| 1Y | -5.6% | +37.0% | -42.6% | -8.1% |
| All | -5.6% | +37.5% | -43.1% | -8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling