-26.7%
DT vs CNI
+11.3%
-37.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.9% |
| 7D | -2.5% | -1.1% | -1.4% | -2.1% |
| 30D | +3.5% | -3.5% | +7.1% | +5.2% |
| 3M | +26.7% | +2.2% | +24.5% | +25.1% |
| 6M | +36.1% | +15.1% | +21.0% | +25.8% |
| YTD | +18.6% | +24.7% | -6.0% | +4.3% |
| 1Y | +7.9% | +33.4% | -25.5% | -9.1% |
| 3Y | +8.6% | +19.5% | -10.9% | -5.9% |
| 5Y | -26.7% | +12.6% | -39.2% | -33.0% |
| All | -26.7% | +11.3% | -37.9% | -33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling