+57.7%
CF vs CNI
+33.8%
+23.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.3% |
| 7D | -0.2% | -0.4% | +0.2% | -0.3% |
| 30D | +11.5% | -2.7% | +14.2% | +11.0% |
| 3M | +25.5% | +3.9% | +21.6% | +26.6% |
| 6M | +11.8% | +16.4% | -4.6% | +15.3% |
| YTD | +74.6% | +25.8% | +48.8% | +71.8% |
| 1Y | +57.7% | +32.4% | +25.3% | +52.9% |
| All | +57.7% | +33.8% | +23.8% | +52.9% |
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