+35.4%
DD vs CNI
+37.5%
-2.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.9% | -2.5% |
| 7D | +8.7% | +3.7% | +4.9% | +7.2% |
| 30D | +15.3% | +8.1% | +7.2% | +12.0% |
| 3M | +5.9% | +1.9% | +4.1% | +5.1% |
| 6M | +11.6% | +19.2% | -7.6% | +3.0% |
| YTD | +26.5% | +32.7% | -6.2% | +10.4% |
| 1Y | +35.4% | +37.0% | -1.6% | +15.9% |
| All | +35.4% | +37.5% | -2.1% | +15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling