+132.3%
CNI vs FIVE
+483.6%
-351.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.1% |
| 7D | -1.1% | +0.6% | -1.7% | -1.2% |
| 30D | -3.5% | +3.0% | -6.5% | -4.2% |
| 3M | +2.2% | +23.2% | -21.0% | -2.0% |
| 6M | +15.1% | +9.2% | +5.9% | +12.1% |
| YTD | +24.7% | +28.1% | -3.4% | +17.6% |
| 1Y | +33.4% | +65.3% | -31.9% | +19.4% |
| 3Y | +19.5% | +49.4% | -29.9% | +3.8% |
| 5Y | +12.6% | +29.5% | -17.0% | -2.5% |
| All | +132.3% | +483.6% | -351.4% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FIVE 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling