+319.1%
DELL vs CNI
+29.8%
+289.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +14.9% | -2.1% | +17.0% | +15.7% |
| 30D | +13.3% | -3.3% | +16.5% | +14.5% |
| 3M | +24.4% | +3.8% | +20.6% | +22.5% |
| 6M | +258.0% | +12.7% | +245.3% | +235.6% |
| YTD | +320.2% | +26.3% | +293.9% | +278.3% |
| 1Y | +319.1% | +29.9% | +289.2% | +279.2% |
| All | +319.1% | +29.8% | +289.3% | +279.2% |
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