-1.1%
TRU vs CNI
+19.7%
-20.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.4% |
| 7D | -2.7% | -0.4% | -2.4% | -2.5% |
| 30D | -2.0% | -2.7% | +0.7% | -0.4% |
| 3M | +18.4% | +3.9% | +14.5% | +15.5% |
| 6M | +8.9% | +16.4% | -7.5% | -1.7% |
| YTD | -8.9% | +25.8% | -34.7% | -22.6% |
| 1Y | -15.9% | +32.4% | -48.3% | -31.4% |
| 3Y | -1.1% | +19.1% | -20.2% | -18.7% |
| All | -1.1% | +19.7% | -20.8% | -18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling