+362.4%
CFG vs CNI
+112.7%
+249.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.2% |
| 7D | +1.5% | -2.1% | +3.6% | +3.1% |
| 30D | -3.8% | -3.3% | -0.6% | -1.6% |
| 3M | +11.5% | +3.8% | +7.7% | +8.1% |
| 6M | +19.2% | +12.7% | +6.5% | +8.1% |
| YTD | +23.7% | +26.3% | -2.6% | +2.3% |
| 1Y | +38.8% | +29.9% | +9.0% | +12.0% |
| 3Y | +178.9% | +15.9% | +163.0% | +141.8% |
| 5Y | +101.8% | +6.9% | +94.8% | +82.6% |
| 10Y | +317.3% | +126.8% | +190.5% | +131.2% |
| All | +362.4% | +112.7% | +249.7% | +148.8% |
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