-21.4%
DOC vs CNI
+7.3%
-28.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.1% | +1.0% | +2.2% |
| 7D | +8.7% | +3.7% | +5.0% | +7.0% |
| 30D | +7.6% | +8.1% | -0.4% | +4.1% |
| 3M | -5.3% | +1.9% | -7.1% | -6.1% |
| 6M | +27.6% | +19.2% | +8.4% | +18.3% |
| YTD | +32.4% | +32.7% | -0.3% | +16.2% |
| 1Y | +22.9% | +37.0% | -14.1% | +6.1% |
| 3Y | +43.1% | +23.6% | +19.5% | +27.4% |
| 5Y | -21.4% | +8.1% | -29.5% | -27.9% |
| All | -21.4% | +7.3% | -28.7% | -27.9% |
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