+272.3%
TSN vs CNI
+6,494.7%
-6,222.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | -7.3% | +0.9% | -8.2% | -7.6% |
| 30D | -8.6% | -2.1% | -6.5% | -8.0% |
| 3M | -7.5% | +1.8% | -9.3% | -8.4% |
| 6M | -14.1% | +14.8% | -28.9% | -18.8% |
| YTD | -9.4% | +25.4% | -34.8% | -17.4% |
| 1Y | -4.1% | +32.9% | -37.0% | -14.6% |
| 3Y | +10.3% | +20.2% | -9.8% | +0.6% |
| 5Y | -19.7% | +12.2% | -31.9% | -26.1% |
| 10Y | -7.0% | +136.0% | -143.0% | -37.2% |
| All | +272.3% | +6,494.7% | -6,222.4% | -8.4% |
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