-42.2%
DIS vs CNI
+10.3%
-52.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | -3.5% | +0.9% | -4.4% | -3.9% |
| 30D | +1.0% | -2.1% | +3.1% | +2.0% |
| 3M | +5.7% | +1.8% | +3.9% | +4.4% |
| 6M | +3.3% | +14.8% | -11.5% | -4.4% |
| YTD | -7.7% | +25.4% | -33.1% | -18.8% |
| 1Y | -10.0% | +32.9% | -42.9% | -23.3% |
| 3Y | +31.7% | +20.2% | +11.5% | +14.9% |
| 5Y | -42.2% | +12.2% | -54.4% | -48.5% |
| All | -42.2% | +10.3% | -52.5% | -48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling