+540.9%
DIS vs CNI
+6,783.7%
-6,242.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.9% |
| 7D | +1.9% | +2.5% | -0.6% | +0.7% |
| 30D | +9.2% | +6.1% | +3.0% | +6.1% |
| 3M | +13.5% | +0.1% | +13.4% | +13.3% |
| 6M | +14.3% | +14.9% | -0.6% | +6.4% |
| YTD | +5.4% | +30.9% | -25.5% | -8.6% |
| 1Y | +12.2% | +33.9% | -21.8% | -3.8% |
| 3Y | +37.2% | +20.2% | +17.0% | +22.4% |
| 5Y | -23.1% | +8.2% | -31.3% | -28.2% |
| 10Y | +32.2% | +142.2% | -110.0% | -16.9% |
| All | +540.9% | +6,783.7% | -6,242.7% | +19.8% |
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