+10.6%
TMO vs CNI
+12.6%
-2.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.7% |
| 7D | -0.6% | -0.4% | -0.3% | -0.5% |
| 30D | +1.1% | -2.7% | +3.8% | +2.4% |
| 3M | +28.3% | +3.9% | +24.4% | +26.2% |
| 6M | +23.3% | +16.4% | +6.9% | +14.9% |
| YTD | +5.5% | +25.8% | -20.4% | -5.6% |
| 1Y | +24.5% | +32.4% | -7.8% | +8.6% |
| 3Y | +19.6% | +19.1% | +0.5% | +7.4% |
| All | +10.6% | +12.6% | -2.0% | -1.3% |
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