+134.3%
CNI vs DAR
+366.1%
-231.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.3% |
| 7D | -0.4% | -0.1% | -0.2% | -0.4% |
| 30D | -2.7% | +2.6% | -5.3% | -3.4% |
| 3M | +3.9% | +14.2% | -10.3% | +0.5% |
| 6M | +16.4% | +17.2% | -0.8% | +11.4% |
| YTD | +25.8% | +80.9% | -55.1% | +9.0% |
| 1Y | +32.4% | +104.0% | -71.6% | +10.9% |
| 3Y | +19.1% | +3.6% | +15.4% | +13.7% |
| 5Y | +13.6% | -7.8% | +21.4% | +7.8% |
| All | +134.3% | +366.1% | -231.7% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling