+55.2%
DLR vs CNI
+18.7%
+36.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.8% |
| 7D | -1.3% | -1.1% | -0.2% | -1.0% |
| 30D | -2.9% | -3.5% | +0.7% | -1.8% |
| 3M | +3.2% | +2.2% | +1.0% | +2.2% |
| 6M | +3.9% | +15.1% | -11.2% | -1.3% |
| YTD | +21.4% | +24.7% | -3.2% | +12.3% |
| 1Y | +9.7% | +33.4% | -23.7% | -0.9% |
| All | +55.2% | +18.7% | +36.5% | +39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling