+56.2%
GD vs CNI
+21.4%
+34.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +2.7% | +2.5% | +0.1% | +2.1% |
| 30D | +8.6% | +6.1% | +2.5% | +7.1% |
| 3M | -7.1% | +0.1% | -7.2% | -7.1% |
| 6M | +7.5% | +14.9% | -7.5% | +3.8% |
| YTD | +9.9% | +30.9% | -21.0% | +1.4% |
| 1Y | +7.6% | +33.9% | -26.4% | -1.5% |
| 3Y | +56.2% | +20.2% | +36.0% | +48.4% |
| All | +56.2% | +21.4% | +34.8% | +48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling