-37.7%
DG vs CNI
+12.6%
-50.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.1% |
| 7D | -6.5% | -0.4% | -6.1% | -6.4% |
| 30D | +4.2% | -2.7% | +6.9% | +4.9% |
| 3M | +9.5% | +3.9% | +5.6% | +8.2% |
| 6M | -13.1% | +16.4% | -29.5% | -16.9% |
| YTD | -4.8% | +25.8% | -30.6% | -11.1% |
| 1Y | +20.6% | +32.4% | -11.8% | +10.9% |
| 3Y | +4.9% | +19.1% | -14.1% | -1.3% |
| All | -37.7% | +12.6% | -50.4% | -41.1% |
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