+12.4%
VT vs CNI
+35.8%
-23.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.5% | +0.1% | +2.1% |
| 7D | +0.4% | +0.3% | 0.0% | +0.3% |
| 30D | -2.6% | +8.0% | -10.6% | -3.9% |
| 3M | -3.2% | +1.0% | -4.3% | -3.4% |
| 6M | +0.9% | +15.2% | -14.2% | -2.3% |
| YTD | +11.3% | +30.9% | -19.6% | +4.3% |
| All | +12.4% | +35.8% | -23.4% | +3.9% |
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