+1,145.9%
DELL vs CNI
+12.6%
+1,133.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.9% | +11.1% | +11.4% |
| 7D | +8.2% | -0.4% | +8.6% | +8.6% |
| 30D | +17.1% | -2.7% | +19.8% | +19.3% |
| 3M | +45.2% | +3.9% | +41.2% | +40.9% |
| 6M | +286.8% | +16.4% | +270.4% | +246.7% |
| YTD | +354.8% | +25.8% | +329.0% | +287.6% |
| 1Y | +358.3% | +32.4% | +325.9% | +275.7% |
| 3Y | +724.9% | +19.1% | +705.8% | +608.7% |
| All | +1,145.9% | +12.6% | +1,133.3% | +1,032.0% |
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