-72.2%
TTD vs CNI
+29.8%
-102.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.5% | -4.4% |
| 7D | +6.3% | -2.1% | +8.4% | +6.5% |
| 30D | -23.9% | -3.3% | -20.6% | -23.7% |
| 3M | -31.4% | +3.8% | -35.2% | -31.6% |
| 6M | -42.7% | +12.7% | -55.3% | -43.8% |
| YTD | -62.0% | +26.3% | -88.3% | -64.2% |
| 1Y | -72.2% | +29.9% | -102.1% | -74.2% |
| All | -72.2% | +29.8% | -102.0% | -74.2% |
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