+46.0%
DGX vs CNI
+37.5%
+8.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.1% | +1.4% | +2.9% |
| 7D | +4.1% | +3.7% | +0.3% | +3.0% |
| 30D | +10.5% | +8.1% | +2.4% | +8.1% |
| 3M | +9.8% | +1.9% | +7.9% | +9.2% |
| 6M | +34.6% | +19.2% | +15.4% | +29.6% |
| YTD | +49.8% | +32.7% | +17.1% | +42.7% |
| 1Y | +46.0% | +37.0% | +9.0% | +38.7% |
| All | +46.0% | +37.5% | +8.5% | +38.7% |
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