+25.3%
DG vs CNI
+29.8%
-4.4%
-34.6%
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% | +1.5% |
| 7D | +8.4% | -2.1% | +10.5% | +8.9% |
| 30D | +4.9% | -3.3% | +8.2% | +5.7% |
| 3M | +29.3% | +3.8% | +25.5% | +27.8% |
| 6M | -11.3% | +12.7% | -23.9% | -14.6% |
| YTD | +1.8% | +26.3% | -24.5% | -4.3% |
| 1Y | +25.3% | +29.9% | -4.6% | +15.8% |
| All | +25.3% | +29.8% | -4.4% | +15.8% |
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