+7,716.4%
TPR vs CNI
+3,848.1%
+3,868.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -2.3% | -2.1% | -0.2% | -0.8% |
| 30D | -23.0% | -3.3% | -19.7% | -21.3% |
| 3M | -12.5% | +3.8% | -16.3% | -15.6% |
| 6M | -21.4% | +12.7% | -34.1% | -28.9% |
| YTD | -3.5% | +26.3% | -29.8% | -20.1% |
| 1Y | +17.4% | +29.9% | -12.5% | -5.1% |
| 3Y | +291.3% | +15.9% | +275.3% | +237.3% |
| 5Y | +241.9% | +6.9% | +235.0% | +211.7% |
| 10Y | +322.7% | +126.8% | +195.9% | +129.5% |
| All | +7,716.4% | +3,848.1% | +3,868.4% | +454.8% |
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