+4,782.6%
DELL vs CNI
+132.6%
+4,650.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.7% |
| 7D | +8.7% | +0.9% | +7.9% | +8.2% |
| 30D | +16.9% | -2.1% | +19.0% | +18.6% |
| 3M | +40.4% | +1.8% | +38.6% | +38.0% |
| 6M | +267.1% | +14.8% | +252.3% | +232.7% |
| YTD | +329.1% | +25.4% | +303.7% | +267.8% |
| 1Y | +346.9% | +32.9% | +314.0% | +267.2% |
| 3Y | +696.6% | +20.2% | +676.5% | +588.6% |
| 5Y | +1,106.2% | +12.2% | +1,094.0% | +981.8% |
| 10Y | +4,177.7% | +136.0% | +4,041.7% | +2,426.1% |
| All | +4,782.6% | +132.6% | +4,650.0% | +2,825.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling