+737.5%
DOC vs CNI
+6,746.3%
-6,008.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.7% |
| 7D | +6.2% | +2.0% | +4.3% | +5.2% |
| 30D | +6.5% | +6.8% | -0.4% | +3.1% |
| 3M | -6.2% | -0.3% | -5.9% | -6.2% |
| 6M | +25.6% | +16.3% | +9.3% | +16.8% |
| YTD | +32.1% | +30.2% | +1.9% | +15.3% |
| 1Y | +20.3% | +34.0% | -13.7% | +3.4% |
| 3Y | +42.7% | +21.2% | +21.5% | +26.9% |
| 5Y | -22.2% | +5.1% | -27.3% | -26.7% |
| 10Y | +16.5% | +145.9% | -129.4% | -29.2% |
| All | +737.5% | +6,746.3% | -6,008.9% | +117.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling