+3.6%
DG vs CNI
+18.7%
-15.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | -6.3% | -1.1% | -5.2% | -6.1% |
| 30D | +2.4% | -3.5% | +6.0% | +3.2% |
| 3M | +12.4% | +2.2% | +10.2% | +11.7% |
| 6M | -14.9% | +15.1% | -30.0% | -17.8% |
| YTD | -6.1% | +24.7% | -30.7% | -10.9% |
| 1Y | +17.9% | +33.4% | -15.5% | +10.0% |
| All | +3.6% | +18.7% | -15.1% | +0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling