+51.9%
DOW vs CNI
+37.5%
+14.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.1% | -5.3% | -3.2% |
| 7D | -4.2% | +3.7% | -7.9% | -4.2% |
| 30D | +14.7% | +8.1% | +6.6% | +14.5% |
| 3M | +9.1% | +1.9% | +7.2% | +8.9% |
| 6M | -17.7% | +19.2% | -36.8% | -17.3% |
| YTD | +44.6% | +32.7% | +11.9% | +36.1% |
| 1Y | +51.9% | +37.0% | +14.9% | +40.7% |
| All | +51.9% | +37.5% | +14.4% | +40.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling