+544.6%
DIS vs CNI
+6,804.3%
-6,259.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.1% |
| 7D | +0.6% | -1.1% | +1.7% | +1.1% |
| 30D | +10.3% | +7.6% | +2.7% | +6.4% |
| 3M | +15.6% | +1.6% | +14.0% | +14.6% |
| 6M | +15.1% | +16.6% | -1.5% | +6.4% |
| YTD | +6.0% | +31.3% | -25.3% | -8.2% |
| 1Y | +5.7% | +35.2% | -29.5% | -9.8% |
| 3Y | +39.8% | +21.5% | +18.3% | +24.1% |
| 5Y | -23.9% | +8.5% | -32.3% | -29.0% |
| 10Y | +32.9% | +142.9% | -110.0% | -16.6% |
| All | +544.6% | +6,804.3% | -6,259.7% | +20.3% |
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