+6,476.9%
CNI vs DAR
+508.8%
+5,968.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.2% |
| 7D | -2.1% | +1.4% | -3.4% | -2.2% |
| 30D | -3.3% | +12.8% | -16.1% | -4.1% |
| 3M | +3.8% | +7.4% | -3.6% | +3.2% |
| 6M | +12.7% | +22.3% | -9.6% | +10.9% |
| YTD | +26.3% | +81.1% | -54.8% | +21.1% |
| 1Y | +29.9% | +106.5% | -76.6% | +23.3% |
| 3Y | +15.9% | +5.3% | +10.6% | +14.0% |
| 5Y | +6.9% | -11.5% | +18.5% | +5.6% |
| 10Y | +126.8% | +353.3% | -226.6% | +102.3% |
| All | +6,476.9% | +508.8% | +5,968.1% | +5,741.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling