+19.3%
TPR vs CNI
+37.5%
-18.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.1% | +1.4% | +2.7% |
| 7D | +12.6% | +3.7% | +8.9% | +11.1% |
| 30D | +7.1% | +8.1% | -0.9% | +4.2% |
| 3M | -19.4% | +1.9% | -21.2% | -20.0% |
| 6M | -9.7% | +19.2% | -28.9% | -17.7% |
| YTD | -1.0% | +32.7% | -33.7% | -15.4% |
| 1Y | +19.3% | +37.0% | -17.7% | -0.4% |
| All | +19.3% | +37.5% | -18.2% | -0.4% |
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 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