+50.7%
CF vs CNI
+35.4%
+15.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.5% |
| 7D | +4.8% | +0.4% | +4.4% | +4.9% |
| 30D | +9.7% | +7.6% | +2.1% | +11.6% |
| 3M | +1.2% | +1.9% | -0.6% | +1.6% |
| 6M | +7.4% | +14.8% | -7.4% | +12.1% |
| YTD | +60.5% | +30.5% | +30.1% | +63.0% |
| 1Y | +50.7% | +36.5% | +14.3% | +49.8% |
| All | +50.7% | +35.4% | +15.3% | +49.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling