+45.7%
DVA vs CNI
+12.6%
+33.1%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | -1.3% | -0.4% | -1.0% | -1.2% |
| 30D | 0.0% | -2.7% | +2.7% | +0.9% |
| 3M | -10.9% | +3.9% | -14.9% | -12.3% |
| 6M | +17.3% | +16.4% | +0.9% | +10.7% |
| YTD | +59.8% | +25.8% | +34.0% | +46.6% |
| 1Y | +36.3% | +32.4% | +3.9% | +22.7% |
| 3Y | +88.6% | +19.1% | +69.5% | +73.4% |
| All | +45.7% | +12.6% | +33.1% | +35.2% |
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 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