+7,683.4%
DRI vs CNI
+6,544.5%
+1,138.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.9% | -1.8% |
| 7D | -1.2% | +2.5% | -3.7% | -2.3% |
| 30D | -0.4% | -2.5% | +2.1% | +0.7% |
| 3M | +9.5% | +2.7% | +6.8% | +7.8% |
| 6M | +6.5% | +16.9% | -10.5% | -1.6% |
| YTD | +18.4% | +26.3% | -7.9% | +5.3% |
| 1Y | +4.2% | +31.1% | -26.9% | -9.0% |
| 3Y | +57.1% | +21.1% | +36.0% | +40.4% |
| 5Y | +70.4% | +11.0% | +59.4% | +56.8% |
| 10Y | +354.0% | +128.1% | +225.9% | +211.0% |
| All | +7,683.4% | +6,544.5% | +1,138.9% | +1,907.1% |
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