+110.9%
DT vs CNI
+49.5%
+61.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -4.9% | +2.5% | -7.4% | -6.2% |
| 30D | +2.7% | -2.5% | +5.2% | +4.1% |
| 3M | +20.0% | +2.7% | +17.2% | +17.7% |
| 6M | +28.0% | +16.9% | +11.1% | +15.0% |
| YTD | +16.0% | +26.3% | -10.3% | -1.6% |
| 1Y | +0.7% | +31.1% | -30.4% | -16.9% |
| 3Y | +6.2% | +21.1% | -14.9% | -10.6% |
| 5Y | -28.1% | +11.0% | -39.2% | -36.2% |
| All | +110.9% | +49.5% | +61.3% | +45.4% |
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