+3.4%
TRU vs CNI
+37.5%
-34.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.1% | +2.4% | +3.6% |
| 7D | +10.5% | +3.7% | +6.8% | +8.7% |
| 30D | +28.7% | +8.1% | +20.6% | +24.5% |
| 3M | +0.7% | +1.9% | -1.2% | -0.6% |
| 6M | +19.3% | +19.2% | +0.1% | +13.1% |
| YTD | -3.7% | +32.7% | -36.5% | -12.7% |
| 1Y | +3.4% | +37.0% | -33.6% | -8.0% |
| All | +3.4% | +37.5% | -34.1% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling