+14.3%
CNI vs FGI
-74.8%
+89.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -25.2% | +24.7% | -0.2% |
| 7D | +2.5% | -14.4% | +16.9% | +2.6% |
| 30D | +6.1% | -11.8% | +17.9% | +6.2% |
| 3M | +0.1% | -46.2% | +46.4% | +0.6% |
| 6M | +14.9% | +5.2% | +9.7% | +13.9% |
| YTD | +30.9% | +10.5% | +20.4% | +29.0% |
| 1Y | +33.9% | +25.5% | +8.4% | +31.4% |
| 3Y | +20.2% | -16.0% | +36.2% | +17.5% |
| All | +14.3% | -74.8% | +89.1% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling