+9,412.3%
DGX vs CNI
+7,107.6%
+2,304.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.4% |
| 7D | -0.9% | -0.4% | -0.5% | -0.8% |
| 30D | -1.2% | -2.7% | +1.5% | -0.4% |
| 3M | +15.8% | +3.9% | +11.8% | +14.6% |
| 6M | +18.2% | +16.4% | +1.8% | +13.0% |
| YTD | +37.2% | +25.8% | +11.4% | +28.2% |
| 1Y | +30.4% | +32.4% | -2.0% | +19.9% |
| 3Y | +96.7% | +19.1% | +77.6% | +84.5% |
| 5Y | +67.2% | +13.6% | +53.6% | +57.0% |
| 10Y | +253.9% | +136.8% | +117.1% | +165.4% |
| All | +9,412.3% | +7,107.6% | +2,304.7% | +2,573.5% |
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