+26.1%
DECK vs CNI
+7.6%
+18.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | -2.2% | -2.1% | -0.1% | -1.0% |
| 30D | -13.6% | -3.3% | -10.3% | -11.8% |
| 3M | -21.2% | +3.8% | -25.0% | -23.2% |
| 6M | -21.1% | +12.7% | -33.8% | -26.9% |
| YTD | -17.2% | +26.3% | -43.5% | -29.1% |
| 1Y | -30.7% | +29.9% | -60.6% | -41.9% |
| 3Y | -3.4% | +15.9% | -19.3% | -14.9% |
| All | +26.1% | +7.6% | +18.5% | +13.9% |
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 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