+351.3%
DAL vs CNI
+589.2%
-237.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | +0.1% | -2.1% | +2.2% | +1.8% |
| 30D | -13.9% | -3.3% | -10.7% | -11.6% |
| 3M | +1.1% | +3.8% | -2.7% | -2.4% |
| 6M | +26.2% | +12.7% | +13.6% | +13.6% |
| YTD | +16.4% | +26.3% | -9.8% | -5.1% |
| 1Y | +33.9% | +29.9% | +4.0% | +6.0% |
| 3Y | +93.4% | +15.9% | +77.4% | +66.8% |
| 5Y | +106.4% | +6.9% | +99.4% | +85.9% |
| 10Y | +143.0% | +126.8% | +16.2% | +13.9% |
| All | +351.3% | +589.2% | -237.9% | -26.0% |
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