+159.7%
TRV vs CNI
+12.6%
+147.0%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.8% |
| 7D | +1.9% | -0.4% | +2.3% | +2.1% |
| 30D | +1.7% | -2.7% | +4.4% | +2.5% |
| 3M | +23.9% | +3.9% | +20.0% | +22.3% |
| 6M | +26.3% | +16.4% | +9.9% | +20.0% |
| YTD | +30.8% | +25.8% | +5.0% | +21.0% |
| 1Y | +36.3% | +32.4% | +3.9% | +23.7% |
| 3Y | +145.0% | +19.1% | +125.9% | +126.9% |
| All | +159.7% | +12.6% | +147.0% | +139.5% |
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