+33.9%
CNI vs FIVE
+62.4%
-28.5%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | +2.5% | +2.7% | -0.1% | +2.3% |
| 30D | +6.1% | +12.7% | -6.5% | +5.2% |
| 3M | +0.1% | +2.1% | -1.9% | -0.3% |
| 6M | +14.9% | +17.5% | -2.5% | +13.0% |
| YTD | +30.9% | +31.0% | -0.1% | +25.9% |
| 1Y | +33.9% | +67.7% | -33.8% | +22.1% |
| All | +33.9% | +62.4% | -28.5% | +22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling