+539.1%
DG vs CNI
+518.2%
+20.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.8% | -2.4% |
| 7D | -4.8% | +0.9% | -5.7% | -5.1% |
| 30D | +1.8% | -2.1% | +3.9% | +2.3% |
| 3M | +14.5% | +1.8% | +12.6% | +13.7% |
| 6M | -13.6% | +14.8% | -28.4% | -17.1% |
| YTD | -4.8% | +25.4% | -30.2% | -11.2% |
| 1Y | +21.6% | +32.9% | -11.4% | +11.4% |
| 3Y | +4.5% | +20.2% | -15.7% | -2.3% |
| 5Y | -38.5% | +12.2% | -50.6% | -41.9% |
| 10Y | +102.2% | +136.0% | -33.8% | +49.8% |
| All | +539.1% | +518.2% | +20.8% | +234.5% |
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