+343.0%
DRI vs CNI
+138.2%
+204.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.5% |
| 7D | -3.2% | -0.4% | -2.9% | -3.0% |
| 30D | -7.8% | -2.7% | -5.1% | -6.2% |
| 3M | +0.4% | +3.9% | -3.6% | -2.7% |
| 6M | +4.8% | +16.4% | -11.6% | -6.5% |
| YTD | +16.7% | +25.8% | -9.1% | -2.0% |
| 1Y | +1.5% | +32.4% | -30.9% | -17.9% |
| 3Y | +56.3% | +19.1% | +37.2% | +31.7% |
| 5Y | +66.4% | +13.6% | +52.9% | +40.0% |
| All | +343.0% | +138.2% | +204.8% | +123.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling