+361.1%
TTD vs CNI
+132.2%
+228.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -0.5% |
| 7D | -4.6% | +0.9% | -5.5% | -5.2% |
| 30D | +3.7% | -2.1% | +5.8% | +5.2% |
| 3M | -30.2% | +1.8% | -32.0% | -31.4% |
| 6M | -51.4% | +14.8% | -66.2% | -56.7% |
| YTD | -63.4% | +25.4% | -88.8% | -69.9% |
| 1Y | -73.5% | +32.9% | -106.4% | -79.2% |
| 3Y | -83.5% | +20.2% | -103.6% | -86.3% |
| 5Y | -80.9% | +12.2% | -93.1% | -83.1% |
| All | +361.1% | +132.2% | +228.9% | +191.2% |
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 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