+299.5%
TPR vs CNI
+137.4%
+162.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.5% | -2.7% |
| 7D | -7.3% | +0.9% | -8.2% | -8.0% |
| 30D | -30.7% | -2.1% | -28.6% | -29.7% |
| 3M | -21.6% | +1.8% | -23.4% | -23.6% |
| 6M | -21.3% | +14.8% | -36.1% | -31.2% |
| YTD | -10.2% | +25.4% | -35.6% | -27.6% |
| 1Y | +9.5% | +32.9% | -23.4% | -16.4% |
| 3Y | +280.8% | +20.2% | +260.6% | +206.5% |
| 5Y | +218.7% | +12.2% | +206.6% | +169.0% |
| All | +299.5% | +137.4% | +162.1% | +92.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling