+11.5%
CNI vs FGI
-70.6%
+82.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.9% |
| 7D | +0.3% | -7.0% | +7.3% | +0.4% |
| 30D | +7.2% | -4.2% | +11.4% | +7.2% |
| 3M | -1.3% | +55.6% | -56.9% | -2.4% |
| 6M | +11.8% | -3.2% | +14.9% | +11.0% |
| YTD | +27.7% | +29.1% | -1.5% | +25.7% |
| 1Y | +33.5% | +51.0% | -17.5% | +30.8% |
| 3Y | +19.3% | +1.5% | +17.8% | +16.3% |
| All | +11.5% | -70.6% | +82.0% | +11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling