+208.5%
CFG vs CNI
+140.9%
+67.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.0% |
| 7D | +3.2% | +2.5% | +0.7% | +1.2% |
| 30D | +5.1% | +6.1% | -1.0% | +0.2% |
| 3M | -11.2% | +0.1% | -11.4% | -11.6% |
| 6M | +9.6% | +14.9% | -5.4% | -2.7% |
| YTD | +15.0% | +30.9% | -15.9% | -9.6% |
| 1Y | +29.9% | +33.9% | -4.1% | 0.0% |
| 3Y | +192.1% | +20.2% | +171.9% | +141.0% |
| 5Y | +62.3% | +8.2% | +54.1% | +43.8% |
| All | +208.5% | +140.9% | +67.6% | +40.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling