+44.6%
DLR vs CNI
+12.6%
+31.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.4% |
| 7D | +0.1% | -0.4% | +0.5% | +0.3% |
| 30D | -4.3% | -2.7% | -1.6% | -3.3% |
| 3M | +3.8% | +3.9% | -0.1% | +1.8% |
| 6M | +5.8% | +16.4% | -10.5% | -1.4% |
| YTD | +23.5% | +25.8% | -2.3% | +10.9% |
| 1Y | +11.1% | +32.4% | -21.3% | -2.7% |
| 3Y | +57.9% | +19.1% | +38.8% | +41.4% |
| All | +44.6% | +12.6% | +31.9% | +32.1% |
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