+93.8%
GD vs CNI
+2.7%
+91.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | 0.0% |
| 7D | -5.0% | +0.3% | -5.3% | -5.1% |
| 30D | +8.9% | +7.2% | +1.7% | +6.4% |
| 3M | -8.0% | -1.3% | -6.7% | -7.8% |
| 6M | +2.9% | +11.8% | -8.9% | -1.3% |
| YTD | +7.1% | +27.7% | -20.6% | -3.1% |
| 1Y | +5.9% | +33.5% | -27.6% | -5.9% |
| 3Y | +53.9% | +19.3% | +34.5% | +40.6% |
| All | +93.8% | +2.7% | +91.2% | +84.5% |
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