+309.0%
CFG vs CNI
+138.2%
+170.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.5% |
| 7D | -0.4% | -0.4% | -0.1% | -0.1% |
| 30D | -4.6% | -2.7% | -1.9% | -2.7% |
| 3M | +6.7% | +3.9% | +2.7% | +3.0% |
| 6M | +22.1% | +16.4% | +5.8% | +6.8% |
| YTD | +23.2% | +25.8% | -2.6% | +0.4% |
| 1Y | +40.3% | +32.4% | +7.9% | +9.1% |
| 3Y | +187.9% | +19.1% | +168.8% | +139.5% |
| 5Y | +102.0% | +13.6% | +88.4% | +69.6% |
| All | +309.0% | +138.2% | +170.8% | +97.6% |
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 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