+3,444.3%
GD vs CNI
+6,541.6%
-3,097.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -1.9% | -1.8% |
| 7D | -5.3% | -2.1% | -3.2% | -4.5% |
| 30D | -6.4% | -3.3% | -3.2% | -5.3% |
| 3M | +5.7% | +3.8% | +1.9% | +4.0% |
| 6M | -0.9% | +12.7% | -13.6% | -6.0% |
| YTD | +8.2% | +26.3% | -18.1% | -1.9% |
| 1Y | +13.4% | +29.9% | -16.5% | +1.6% |
| 3Y | +68.5% | +15.9% | +52.5% | +55.8% |
| 5Y | +97.2% | +6.9% | +90.2% | +85.9% |
| 10Y | +190.2% | +126.8% | +63.4% | +104.6% |
| All | +3,444.3% | +6,541.6% | -3,097.2% | +940.2% |
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 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