+327.1%
CFG vs CNI
+121.5%
+205.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | +1.6% | +1.0% | +0.6% | +0.9% |
| 30D | +3.3% | +7.5% | -4.2% | -2.1% |
| 3M | -11.5% | +1.7% | -13.2% | -12.8% |
| 6M | +6.2% | +15.4% | -9.2% | -5.0% |
| YTD | +14.3% | +31.5% | -17.2% | -8.3% |
| 1Y | +26.7% | +32.8% | -6.1% | +0.7% |
| 3Y | +187.8% | +21.7% | +166.1% | +140.4% |
| 5Y | +61.3% | +8.7% | +52.6% | +44.8% |
| 10Y | +217.2% | +143.3% | +73.9% | +68.6% |
| All | +327.1% | +121.5% | +205.6% | +122.8% |
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