+10.3%
CNI vs FGI
-70.4%
+80.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.5% | -7.4% | +0.1% |
| 7D | -2.1% | +0.5% | -2.6% | -2.1% |
| 30D | -3.3% | +65.4% | -68.7% | -4.4% |
| 3M | +3.8% | +23.5% | -19.7% | +2.9% |
| 6M | +12.7% | +60.5% | -47.9% | +10.7% |
| YTD | +26.3% | +30.0% | -3.7% | +24.3% |
| 1Y | +29.9% | +82.1% | -52.2% | +26.2% |
| 3Y | +15.9% | -4.4% | +20.3% | +13.4% |
| All | +10.3% | -70.4% | +80.6% | +10.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling