+307.1%
TPR vs CNI
+136.1%
+171.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.4% |
| 7D | -5.1% | -1.1% | -4.0% | -4.2% |
| 30D | -27.6% | -3.5% | -24.0% | -25.6% |
| 3M | -17.5% | +2.2% | -19.7% | -19.8% |
| 6M | -21.3% | +15.1% | -36.4% | -31.3% |
| YTD | -8.5% | +24.7% | -33.1% | -25.9% |
| 1Y | +11.5% | +33.4% | -21.9% | -15.2% |
| 3Y | +288.0% | +19.5% | +268.5% | +213.7% |
| 5Y | +225.2% | +12.6% | +212.6% | +173.2% |
| All | +307.1% | +136.1% | +171.0% | +97.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling