+131.2%
TLT vs CNI
+2,265.4%
-2,134.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | -0.1% |
| 7D | +0.4% | +1.9% | -1.5% | +0.7% |
| 30D | -0.3% | -3.0% | +2.7% | -0.7% |
| 3M | -1.7% | +2.2% | -3.9% | -1.4% |
| 6M | -4.9% | +16.3% | -21.2% | -2.9% |
| YTD | -2.8% | +25.7% | -28.4% | +0.4% |
| 1Y | -4.2% | +30.4% | -34.6% | -0.5% |
| 3Y | -1.1% | +20.4% | -21.5% | +2.1% |
| 5Y | -33.7% | +10.4% | -44.1% | -32.0% |
| 10Y | -20.7% | +126.9% | -147.6% | -5.9% |
| All | +131.2% | +2,265.4% | -2,134.2% | +289.4% |
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