+32.4%
CNI vs FDS
-27.2%
+59.6%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +0.9% |
| 7D | -0.4% | -14.0% | +13.6% | -0.4% |
| 30D | -2.7% | -6.2% | +3.5% | -2.6% |
| 3M | +3.9% | +10.2% | -6.2% | +4.4% |
| 6M | +16.4% | +27.4% | -11.1% | +17.1% |
| YTD | +25.8% | -9.3% | +35.1% | +27.0% |
| 1Y | +32.4% | -28.6% | +61.0% | +34.2% |
| All | +32.4% | -27.2% | +59.6% | +34.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling