+17.1%
CDNS vs CNI
+18.7%
-1.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | -6.5% | -1.1% | -5.4% | -6.2% |
| 30D | -13.0% | -3.5% | -9.5% | -11.8% |
| 3M | -26.0% | +2.2% | -28.2% | -26.8% |
| 6M | -2.8% | +15.1% | -17.9% | -9.0% |
| YTD | -8.8% | +24.7% | -33.5% | -18.1% |
| 1Y | -15.8% | +33.4% | -49.2% | -27.1% |
| All | +17.1% | +18.7% | -1.5% | +7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling