+349.1%
VT vs CNI
+592.6%
-243.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.2% | +1.3% |
| 7D | -2.3% | +0.3% | -2.6% | -2.5% |
| 30D | -5.0% | +7.2% | -12.1% | -8.8% |
| 3M | -4.9% | -1.3% | -3.6% | -4.4% |
| 6M | -1.5% | +11.8% | -13.3% | -8.4% |
| YTD | +8.5% | +27.7% | -19.2% | -7.6% |
| 1Y | +11.4% | +33.5% | -22.1% | -7.7% |
| 3Y | +70.1% | +19.3% | +50.7% | +47.5% |
| 5Y | +53.7% | +3.1% | +50.6% | +43.4% |
| 10Y | +220.0% | +141.2% | +78.8% | +64.8% |
| All | +349.1% | +592.6% | -243.6% | +0.3% |
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