+619.9%
CF vs CNI
+129.7%
+490.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.6% | +3.3% |
| 7D | -0.8% | +0.9% | -1.7% | -1.4% |
| 30D | +14.3% | -2.1% | +16.4% | +15.5% |
| 3M | +27.9% | +1.8% | +26.0% | +25.9% |
| 6M | +25.5% | +14.8% | +10.7% | +12.6% |
| YTD | +81.2% | +25.4% | +55.8% | +52.3% |
| 1Y | +66.5% | +32.9% | +33.6% | +34.1% |
| 3Y | +76.7% | +20.2% | +56.5% | +46.4% |
| 5Y | +237.8% | +12.2% | +225.7% | +185.0% |
| 10Y | +619.9% | +136.0% | +483.9% | +218.5% |
| All | +619.9% | +129.7% | +490.1% | +218.5% |
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 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