+2,042.9%
TMO vs CNI
+6,516.9%
-4,474.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.3% |
| 3M | +28.3% | +3.9% | +24.4% | +26.3% |
| 6M | +23.3% | +16.4% | +6.9% | +15.2% |
| YTD | +5.5% | +25.8% | -20.4% | -5.0% |
| 1Y | +24.5% | +32.4% | -7.8% | +9.6% |
| 3Y | +19.6% | +19.1% | +0.5% | +8.9% |
| 5Y | +8.1% | +13.6% | -5.4% | -0.3% |
| 10Y | +336.7% | +136.8% | +199.9% | +185.7% |
| All | +2,042.9% | +6,516.9% | -4,474.0% | +266.6% |
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