+1,199.2%
TNA vs CNI
+813.8%
+385.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.5% | -2.0% |
| 7D | -7.6% | -1.1% | -6.5% | -5.6% |
| 30D | -13.6% | -3.5% | -10.1% | -7.7% |
| 3M | +2.8% | +2.2% | +0.6% | -3.4% |
| 6M | +34.5% | +15.1% | +19.4% | -0.5% |
| YTD | +41.0% | +24.7% | +16.3% | -12.1% |
| 1Y | +52.0% | +33.4% | +18.6% | -17.5% |
| 3Y | +103.5% | +19.5% | +84.0% | +43.0% |
| 5Y | -22.5% | +12.6% | -35.1% | -32.6% |
| 10Y | +81.9% | +134.7% | -52.8% | -52.5% |
| All | +1,199.2% | +813.8% | +385.4% | -73.5% |
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