+99.6%
DE vs CNI
+12.6%
+87.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.8% |
| 7D | -2.6% | -0.4% | -2.2% | -2.4% |
| 30D | +9.0% | -2.7% | +11.7% | +10.5% |
| 3M | +19.1% | +3.9% | +15.2% | +16.3% |
| 6M | +14.4% | +16.4% | -2.0% | +4.5% |
| YTD | +45.9% | +25.8% | +20.1% | +27.7% |
| 1Y | +43.6% | +32.4% | +11.2% | +21.6% |
| 3Y | +75.9% | +19.1% | +56.8% | +55.6% |
| All | +99.6% | +12.6% | +87.0% | +75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling