+22.3%
DOC vs CNI
+16.3%
+6.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.9% |
| 7D | -1.5% | -2.1% | +0.6% | -0.7% |
| 30D | -4.8% | -3.3% | -1.5% | -3.6% |
| 3M | +6.9% | +3.8% | +3.1% | +5.3% |
| 6M | +20.7% | +12.7% | +8.1% | +15.4% |
| YTD | +34.1% | +26.3% | +7.9% | +22.6% |
| 1Y | +22.6% | +29.9% | -7.2% | +10.6% |
| All | +22.3% | +16.3% | +6.0% | +7.6% |
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