+1,669.3%
DOV vs CNI
+6,494.7%
-4,825.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.3% |
| 7D | +1.3% | +0.9% | +0.5% | +0.8% |
| 30D | -8.6% | -2.1% | -6.5% | -7.6% |
| 3M | -13.1% | +1.8% | -15.0% | -14.4% |
| 6M | -8.8% | +14.8% | -23.6% | -16.4% |
| YTD | -1.2% | +25.4% | -26.6% | -14.1% |
| 1Y | +10.7% | +32.9% | -22.2% | -7.2% |
| 3Y | +39.3% | +20.2% | +19.1% | +22.6% |
| 5Y | +16.4% | +12.2% | +4.3% | +5.6% |
| 10Y | +302.5% | +136.0% | +166.5% | +137.7% |
| All | +1,669.3% | +6,494.7% | -4,825.4% | +154.6% |
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 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