+218.7%
TPR vs CNI
+10.3%
+208.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.5% | -2.8% |
| 7D | -7.3% | +0.9% | -8.2% | -7.8% |
| 30D | -30.7% | -2.1% | -28.6% | -30.0% |
| 3M | -21.6% | +1.8% | -23.4% | -23.2% |
| 6M | -21.3% | +14.8% | -36.1% | -29.2% |
| YTD | -10.2% | +25.4% | -35.6% | -24.2% |
| 1Y | +9.5% | +32.9% | -23.4% | -11.5% |
| 3Y | +280.8% | +20.2% | +260.6% | +219.9% |
| 5Y | +218.7% | +12.2% | +206.6% | +181.9% |
| All | +218.7% | +10.3% | +208.4% | +181.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling