+481.0%
CF vs CNI
+140.5%
+340.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.8% |
| 7D | +4.8% | +0.4% | +4.4% | +4.3% |
| 30D | +9.7% | +7.6% | +2.1% | +4.6% |
| 3M | +1.2% | +1.9% | -0.6% | -0.5% |
| 6M | +7.4% | +14.8% | -7.4% | -2.5% |
| YTD | +60.5% | +30.5% | +30.1% | +31.0% |
| 1Y | +50.7% | +36.5% | +14.3% | +19.1% |
| 3Y | +64.8% | +20.7% | +44.1% | +36.6% |
| 5Y | +115.8% | +7.0% | +108.8% | +91.4% |
| 10Y | +481.0% | +136.0% | +345.1% | +149.6% |
| All | +481.0% | +140.5% | +340.5% | +149.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling