-23.6%
DOC vs CNI
+7.6%
-31.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.9% |
| 7D | -1.5% | -2.1% | +0.6% | -0.6% |
| 30D | -4.8% | -3.3% | -1.5% | -3.5% |
| 3M | +6.9% | +3.8% | +3.1% | +5.1% |
| 6M | +20.7% | +12.7% | +8.1% | +14.5% |
| YTD | +34.1% | +26.3% | +7.9% | +20.8% |
| 1Y | +22.6% | +29.9% | -7.2% | +8.8% |
| 3Y | +20.8% | +15.9% | +4.9% | +11.2% |
| All | -23.6% | +7.6% | -31.2% | -29.9% |
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