-10.2%
DOW vs CNI
+60.5%
-70.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.2% |
| 7D | -2.4% | -1.1% | -1.3% | -1.5% |
| 30D | -4.1% | -3.5% | -0.5% | -1.5% |
| 3M | -12.4% | +2.2% | -14.6% | -14.4% |
| 6M | -10.6% | +15.1% | -25.7% | -22.2% |
| YTD | +31.1% | +24.7% | +6.4% | +6.1% |
| 1Y | +30.5% | +33.4% | -2.9% | -0.6% |
| 3Y | -34.4% | +19.5% | -53.9% | -46.1% |
| 5Y | -35.5% | +12.6% | -48.0% | -46.7% |
| All | -10.2% | +60.5% | -70.8% | -50.8% |
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