-99.9%
DFNS vs CNI
+44.7%
-144.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +0.8% | +2.5% | -1.7% | +0.9% |
| 30D | -73.2% | -2.5% | -70.7% | -73.3% |
| 3M | -72.4% | +2.7% | -75.2% | -72.6% |
| 6M | -95.2% | +16.9% | -112.2% | -95.3% |
| YTD | -98.0% | +26.3% | -124.3% | -98.0% |
| 1Y | -98.3% | +31.1% | -129.4% | -98.3% |
| 3Y | -99.9% | +21.1% | -121.0% | -99.9% |
| 5Y | -99.9% | +11.0% | -110.9% | -99.9% |
| All | -99.9% | +44.7% | -144.6% | -99.9% |
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 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