+22.7%
DIS vs CNI
+136.1%
-113.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.1% | +1.9% |
| 7D | -1.3% | -1.1% | -0.2% | -0.6% |
| 30D | +2.2% | -3.5% | +5.7% | +4.2% |
| 3M | +8.1% | +2.2% | +5.9% | +6.3% |
| 6M | +5.2% | +15.1% | -9.8% | -3.8% |
| YTD | -6.3% | +24.7% | -31.0% | -18.6% |
| 1Y | -7.3% | +33.4% | -40.7% | -22.8% |
| 3Y | +33.8% | +19.5% | +14.3% | +16.2% |
| 5Y | -40.7% | +12.6% | -53.3% | -47.4% |
| All | +22.7% | +136.1% | -113.4% | -23.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling