+29.9%
CFG vs CNI
+32.7%
-2.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | +3.2% | +2.5% | +0.7% | +2.2% |
| 30D | +5.1% | +6.1% | -1.0% | +2.8% |
| 3M | -11.2% | +0.1% | -11.4% | -11.4% |
| 6M | +9.6% | +14.9% | -5.4% | +3.9% |
| YTD | +15.0% | +30.9% | -15.9% | +2.7% |
| 1Y | +29.9% | +33.9% | -4.1% | +14.9% |
| All | +29.9% | +32.7% | -2.9% | +14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling