+14.9%
DIA vs CNI
+37.5%
-22.7%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.1% | +1.0% | +2.6% |
| 7D | +1.6% | +3.7% | -2.1% | +0.8% |
| 30D | +4.1% | +8.1% | -4.0% | +2.3% |
| 3M | -1.0% | +1.9% | -2.9% | -1.5% |
| 6M | +9.7% | +19.2% | -9.5% | +4.9% |
| YTD | +12.2% | +32.7% | -20.5% | +3.6% |
| 1Y | +14.9% | +37.0% | -22.1% | +4.5% |
| All | +14.9% | +37.5% | -22.7% | +4.5% |
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 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