-9.8%
TRI vs CNI
+12.6%
-22.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.5% |
| 7D | -7.9% | -0.4% | -7.5% | -7.8% |
| 30D | -4.5% | -2.7% | -1.8% | -3.8% |
| 3M | +22.1% | +3.9% | +18.2% | +20.8% |
| 6M | -2.8% | +16.4% | -19.1% | -7.4% |
| YTD | -23.4% | +25.8% | -49.2% | -29.3% |
| 1Y | -41.5% | +32.4% | -73.9% | -47.0% |
| 3Y | -19.2% | +19.1% | -38.3% | -25.2% |
| All | -9.8% | +12.6% | -22.5% | -15.5% |
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