+467.4%
DIS vs CNI
+6,541.6%
-6,074.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | -2.6% | -2.1% | -0.5% | -1.6% |
| 30D | +3.5% | -3.3% | +6.8% | +5.1% |
| 3M | +6.8% | +3.8% | +3.0% | +4.5% |
| 6M | +3.0% | +12.7% | -9.7% | -3.5% |
| YTD | -6.7% | +26.3% | -33.0% | -17.6% |
| 1Y | -10.1% | +29.9% | -40.0% | -21.7% |
| 3Y | +33.0% | +15.9% | +17.1% | +20.8% |
| 5Y | -40.0% | +6.9% | -46.9% | -43.8% |
| 10Y | +21.1% | +126.8% | -105.7% | -21.7% |
| All | +467.4% | +6,541.6% | -6,074.2% | +8.0% |
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