+76.7%
CF vs CNI
+20.0%
+56.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.3% |
| 7D | +6.0% | -2.1% | +8.1% | +6.2% |
| 30D | +14.8% | -3.3% | +18.1% | +15.3% |
| 3M | +14.1% | +3.8% | +10.3% | +13.4% |
| 6M | +28.5% | +12.7% | +15.9% | +26.3% |
| YTD | +74.9% | +26.3% | +48.7% | +65.7% |
| 1Y | +61.7% | +29.9% | +31.8% | +51.8% |
| All | +76.7% | +20.0% | +56.7% | +60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling