+233.5%
TPR vs CNI
+7.3%
+226.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | +12.1% | +0.4% | +11.7% | +11.7% |
| 30D | +16.7% | +7.6% | +9.0% | +11.1% |
| 3M | -17.4% | +1.9% | -19.2% | -18.8% |
| 6M | +2.3% | +14.8% | -12.5% | -8.0% |
| YTD | +7.1% | +30.5% | -23.3% | -12.5% |
| 1Y | +29.5% | +36.5% | -7.0% | +2.2% |
| 3Y | +415.0% | +20.7% | +394.3% | +332.2% |
| All | +233.5% | +7.3% | +226.2% | +207.4% |
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 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