+20.2%
CNI vs FDS
-23.3%
+43.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | +2.5% | +1.5% | +1.1% | +2.4% |
| 30D | +6.1% | +14.8% | -8.7% | +5.0% |
| 3M | +0.1% | +16.3% | -16.2% | -1.1% |
| 6M | +14.9% | +66.2% | -51.3% | +10.0% |
| YTD | +30.9% | +16.2% | +14.6% | +31.5% |
| 1Y | +33.9% | +21.8% | +12.1% | +32.8% |
| 3Y | +20.2% | -23.9% | +44.1% | +33.4% |
| All | +20.2% | -23.3% | +43.5% | +33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling