+8,579.1%
TPR vs CNI
+3,979.1%
+4,600.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | +12.1% | +0.4% | +11.7% | +11.6% |
| 30D | +16.7% | +7.6% | +9.0% | +10.4% |
| 3M | -17.4% | +1.9% | -19.2% | -18.9% |
| 6M | +2.3% | +14.8% | -12.5% | -8.8% |
| YTD | +7.1% | +30.5% | -23.3% | -13.6% |
| 1Y | +29.5% | +36.5% | -7.0% | +0.8% |
| 3Y | +415.0% | +20.7% | +394.3% | +331.0% |
| 5Y | +261.5% | +7.0% | +254.5% | +230.2% |
| 10Y | +383.3% | +136.0% | +247.3% | +155.0% |
| All | +8,579.1% | +3,979.1% | +4,600.0% | +499.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling