+5,467.0%
CF vs CNI
+995.5%
+4,471.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.8% |
| 7D | +4.8% | +0.4% | +4.4% | +4.2% |
| 30D | +9.7% | +7.6% | +2.1% | +3.7% |
| 3M | +1.2% | +1.9% | -0.6% | -0.9% |
| 6M | +7.4% | +14.8% | -7.4% | -4.0% |
| YTD | +60.5% | +30.5% | +30.1% | +27.4% |
| 1Y | +50.7% | +36.5% | +14.3% | +15.5% |
| 3Y | +64.8% | +20.7% | +44.1% | +33.2% |
| 5Y | +115.8% | +7.0% | +108.8% | +86.3% |
| 10Y | +481.0% | +136.0% | +345.1% | +164.8% |
| All | +5,467.0% | +995.5% | +4,471.4% | +737.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling