-80.8%
TTD vs CNI
+11.3%
-92.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +1.0% |
| 7D | -7.4% | -1.1% | -6.3% | -6.7% |
| 30D | +3.0% | -3.5% | +6.6% | +5.6% |
| 3M | -27.6% | +2.2% | -29.8% | -29.0% |
| 6M | -49.5% | +15.1% | -64.6% | -55.3% |
| YTD | -63.2% | +24.7% | -87.9% | -69.8% |
| 1Y | -69.7% | +33.4% | -103.1% | -76.7% |
| 3Y | -83.3% | +19.5% | -102.8% | -86.6% |
| 5Y | -80.8% | +12.6% | -93.4% | -83.7% |
| All | -80.8% | +11.3% | -92.1% | -83.7% |
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 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