+437.3%
TTMI vs CNI
+3,870.6%
-3,433.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.2% | -3.4% |
| 7D | +7.5% | +0.9% | +6.6% | +6.8% |
| 30D | -4.5% | -2.1% | -2.4% | -3.0% |
| 3M | -28.5% | +1.8% | -30.4% | -30.4% |
| 6M | +28.4% | +14.8% | +13.6% | +14.5% |
| YTD | +80.1% | +25.4% | +54.7% | +49.2% |
| 1Y | +161.0% | +32.9% | +128.1% | +106.6% |
| 3Y | +862.4% | +20.2% | +842.3% | +711.2% |
| 5Y | +812.9% | +12.2% | +800.8% | +700.0% |
| 10Y | +1,094.7% | +136.0% | +958.7% | +462.1% |
| All | +437.3% | +3,870.6% | -3,433.3% | -71.8% |
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