+18.7%
CNI vs FDS
-32.7%
+51.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | -0.5% |
| 7D | +0.9% | -8.8% | +9.7% | +1.7% |
| 30D | -2.1% | -1.4% | -0.7% | -2.0% |
| 3M | +1.8% | +13.9% | -12.1% | +0.6% |
| 6M | +14.8% | +27.4% | -12.6% | +11.7% |
| YTD | +25.4% | -2.5% | +27.8% | +27.7% |
| 1Y | +32.9% | -23.8% | +56.7% | +44.1% |
| All | +18.7% | -32.7% | +51.4% | +31.2% |
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 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