+13.5%
VT vs CNI
+34.7%
-21.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -1.6% | +0.6% | -2.2% | -1.7% |
| 30D | -2.5% | +5.5% | -7.9% | -3.4% |
| 3M | -1.3% | +0.9% | -2.2% | -1.5% |
| 6M | +3.1% | +14.0% | -10.9% | 0.0% |
| YTD | +10.9% | +30.0% | -19.0% | +4.1% |
| All | +13.5% | +34.7% | -21.2% | +5.4% |
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