+42.5%
DD vs CNI
+18.7%
+23.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.2% |
| 7D | -2.9% | -1.1% | -1.8% | -2.3% |
| 30D | -11.5% | -3.5% | -8.0% | -9.8% |
| 3M | -5.4% | +2.2% | -7.6% | -7.0% |
| 6M | -6.9% | +15.1% | -22.0% | -15.1% |
| YTD | +6.9% | +24.7% | -17.8% | -7.5% |
| 1Y | +35.6% | +33.4% | +2.3% | +12.1% |
| All | +42.5% | +18.7% | +23.8% | +27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling