+143.3%
DELL vs CNI
+37.5%
+105.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.1% | -10.9% | -9.4% |
| 7D | -24.6% | +3.7% | -28.3% | -25.4% |
| 30D | -32.5% | +8.1% | -40.6% | -34.2% |
| 3M | -20.2% | +1.9% | -22.1% | -20.6% |
| 6M | +76.5% | +19.2% | +57.3% | +62.9% |
| YTD | +198.9% | +32.7% | +166.2% | +161.2% |
| 1Y | +143.3% | +37.0% | +106.3% | +109.7% |
| All | +143.3% | +37.5% | +105.8% | +109.7% |
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