+568.1%
DD vs CNI
+6,544.5%
-5,976.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -0.6% | +2.5% | -3.1% | -2.2% |
| 30D | -7.4% | -2.5% | -4.9% | -6.0% |
| 3M | -6.4% | +2.7% | -9.2% | -8.4% |
| 6M | -2.5% | +16.9% | -19.4% | -12.4% |
| YTD | +10.2% | +26.3% | -16.1% | -6.0% |
| 1Y | +36.9% | +31.1% | +5.8% | +13.7% |
| 3Y | +47.0% | +21.1% | +25.9% | +27.2% |
| 5Y | +63.1% | +11.0% | +52.1% | +47.9% |
| 10Y | +68.2% | +128.1% | -60.0% | -3.5% |
| All | +568.1% | +6,544.5% | -5,976.3% | -8.9% |
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 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