+293.7%
TPR vs CNI
+21.3%
+272.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.8% | -3.8% |
| 7D | -3.4% | +2.5% | -5.9% | -4.5% |
| 30D | -27.3% | -2.5% | -24.8% | -26.6% |
| 3M | -16.2% | +2.7% | -19.0% | -17.9% |
| 6M | -17.9% | +16.9% | -34.8% | -25.1% |
| YTD | -7.1% | +26.3% | -33.4% | -19.0% |
| 1Y | +13.6% | +31.1% | -17.5% | -3.0% |
| 3Y | +293.7% | +21.1% | +272.7% | +243.3% |
| All | +293.7% | +21.3% | +272.5% | +243.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling