+97.2%
GD vs CNI
+7.6%
+89.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -1.9% | -1.8% |
| 7D | -5.3% | -2.1% | -3.2% | -4.6% |
| 30D | -6.4% | -3.3% | -3.2% | -5.4% |
| 3M | +5.7% | +3.8% | +1.9% | +4.2% |
| 6M | -0.9% | +12.7% | -13.6% | -5.6% |
| YTD | +8.2% | +26.3% | -18.1% | -1.5% |
| 1Y | +13.4% | +29.9% | -16.5% | +2.0% |
| 3Y | +68.5% | +15.9% | +52.5% | +56.1% |
| All | +97.2% | +7.6% | +89.6% | +84.4% |
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 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