+8.8%
CNI vs FDS
-23.2%
+32.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | +2.5% | +1.5% | +1.1% | +2.2% |
| 30D | +6.1% | +14.8% | -8.7% | +3.5% |
| 3M | +0.1% | +16.3% | -16.2% | -2.9% |
| 6M | +14.9% | +66.2% | -51.3% | +2.8% |
| YTD | +30.9% | +16.2% | +14.6% | +27.6% |
| 1Y | +33.9% | +21.8% | +12.1% | +28.0% |
| 3Y | +20.2% | -23.9% | +44.1% | +34.2% |
| All | +8.8% | -23.2% | +32.0% | +19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling