+18.7%
CNI vs DAR
+9.6%
+9.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | +0.9% | -0.2% | +1.0% | +0.9% |
| 30D | -2.1% | +7.4% | -9.6% | -3.0% |
| 3M | +1.8% | +15.7% | -13.9% | -0.2% |
| 6M | +14.8% | +30.0% | -15.2% | +10.4% |
| YTD | +25.4% | +87.5% | -62.1% | +14.5% |
| 1Y | +32.9% | +113.4% | -80.4% | +18.9% |
| All | +18.7% | +9.6% | +9.1% | +13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling