+12.6%
CNI vs FDS
-28.1%
+40.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.8% | +5.3% | +0.5% |
| 7D | -1.1% | -16.0% | +14.9% | +2.1% |
| 30D | -3.5% | -6.7% | +3.2% | -2.4% |
| 3M | +2.2% | +6.0% | -3.7% | +0.6% |
| 6M | +15.1% | +25.1% | -10.0% | +8.1% |
| YTD | +24.7% | -8.1% | +32.8% | +27.0% |
| 1Y | +33.4% | -26.0% | +59.4% | +45.5% |
| 3Y | +19.5% | -36.4% | +55.9% | +35.6% |
| 5Y | +12.6% | -27.7% | +40.3% | +32.5% |
| All | +12.6% | -28.1% | +40.7% | +32.5% |
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