+142.9%
CNI vs FIVE
+535.9%
-393.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.8% |
| 7D | -1.1% | -0.5% | -0.6% | -1.0% |
| 30D | +7.6% | +17.4% | -9.8% | +4.4% |
| 3M | +1.6% | +7.0% | -5.5% | 0.0% |
| 6M | +16.6% | +20.5% | -3.9% | +11.6% |
| YTD | +31.3% | +33.1% | -1.8% | +22.7% |
| 1Y | +35.2% | +67.1% | -31.9% | +21.0% |
| 3Y | +21.5% | +41.9% | -20.4% | +6.7% |
| 5Y | +8.5% | +21.1% | -12.6% | -4.5% |
| 10Y | +142.9% | +518.8% | -375.9% | +56.3% |
| All | +142.9% | +535.9% | -393.0% | +56.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling