+6,430.4%
CNI vs FDS
+6,889.1%
-458.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | +0.1% |
| 7D | +0.9% | -8.8% | +9.7% | +3.1% |
| 30D | -2.1% | -1.4% | -0.7% | -1.9% |
| 3M | +1.8% | +13.9% | -12.1% | -2.3% |
| 6M | +14.8% | +27.4% | -12.6% | +5.9% |
| YTD | +25.4% | -2.5% | +27.8% | +22.9% |
| 1Y | +32.9% | -23.8% | +56.7% | +38.2% |
| 3Y | +20.2% | -32.5% | +52.7% | +28.0% |
| 5Y | +12.2% | -23.2% | +35.3% | +14.7% |
| 10Y | +136.0% | +76.4% | +59.6% | +91.7% |
| All | +6,430.4% | +6,889.1% | -458.7% | +2,452.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling