+134.3%
CNI vs FDS
+64.8%
+69.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.2% |
| 7D | -0.4% | -14.0% | +13.6% | +3.9% |
| 30D | -2.7% | -6.2% | +3.5% | -1.2% |
| 3M | +3.9% | +10.2% | -6.2% | 0.0% |
| 6M | +16.4% | +27.4% | -11.1% | +5.3% |
| YTD | +25.8% | -9.3% | +35.1% | +26.7% |
| 1Y | +32.4% | -28.6% | +61.0% | +44.6% |
| 3Y | +19.1% | -36.8% | +55.9% | +34.3% |
| 5Y | +13.6% | -28.6% | +42.2% | +20.3% |
| All | +134.3% | +64.8% | +69.5% | +79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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