-68.3%
TTD vs CNI
+33.8%
-102.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.5% |
| 7D | -0.6% | -0.4% | -0.3% | -0.6% |
| 30D | +6.3% | -2.7% | +9.0% | +6.5% |
| 3M | -24.1% | +3.9% | -28.1% | -24.3% |
| 6M | -47.4% | +16.4% | -63.8% | -48.7% |
| YTD | -62.2% | +25.8% | -88.0% | -64.2% |
| 1Y | -68.3% | +32.4% | -100.7% | -70.6% |
| All | -68.3% | +33.8% | -102.2% | -70.6% |
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