+66.6%
VT vs CNI
+11.4%
+55.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +1.0% | +2.5% | -1.5% | 0.0% |
| 30D | -0.2% | -2.5% | +2.3% | +0.8% |
| 3M | +4.5% | +2.7% | +1.8% | +3.0% |
| 6M | +14.1% | +16.9% | -2.9% | +5.8% |
| YTD | +14.8% | +26.3% | -11.6% | +2.4% |
| 1Y | +21.2% | +31.1% | -9.9% | +6.0% |
| 3Y | +76.6% | +21.1% | +55.5% | +56.9% |
| 5Y | +66.6% | +11.0% | +55.6% | +52.5% |
| All | +66.6% | +11.4% | +55.2% | +52.5% |
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