+112.0%
CF vs CNI
+2.7%
+109.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +1.3% |
| 7D | -3.2% | +0.3% | -3.5% | -3.4% |
| 30D | +4.3% | +7.2% | -2.9% | +1.9% |
| 3M | +2.8% | -1.3% | +4.1% | +2.9% |
| 6M | +0.6% | +11.8% | -11.2% | -3.4% |
| YTD | +56.6% | +27.7% | +29.0% | +40.7% |
| 1Y | +49.6% | +33.5% | +16.1% | +31.7% |
| 3Y | +61.5% | +19.3% | +42.2% | +45.6% |
| All | +112.0% | +2.7% | +109.3% | +104.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling