+515.4%
TRI vs CNI
+2,136.5%
-1,621.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.3% |
| 7D | -7.9% | -0.4% | -7.5% | -7.7% |
| 30D | -4.5% | -2.7% | -1.8% | -3.3% |
| 3M | +22.1% | +3.9% | +18.2% | +19.8% |
| 6M | -2.8% | +16.4% | -19.1% | -10.3% |
| YTD | -23.4% | +25.8% | -49.2% | -32.4% |
| 1Y | -41.5% | +32.4% | -73.9% | -49.7% |
| 3Y | -19.2% | +19.1% | -38.3% | -28.2% |
| 5Y | -9.4% | +13.6% | -23.0% | -19.2% |
| 10Y | +195.6% | +136.8% | +58.8% | +73.5% |
| All | +515.4% | +2,136.5% | -1,621.1% | +12.7% |
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