+15.5%
CNI vs FIVE
+30.8%
-15.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.7% |
| 7D | -0.4% | -3.0% | +2.6% | +0.1% |
| 30D | -2.7% | +2.7% | -5.4% | -3.2% |
| 3M | +3.9% | +21.1% | -17.2% | +0.7% |
| 6M | +16.4% | +11.9% | +4.4% | +13.5% |
| YTD | +25.8% | +29.9% | -4.1% | +19.8% |
| 1Y | +32.4% | +67.8% | -35.4% | +20.7% |
| 3Y | +19.1% | +52.8% | -33.7% | +5.9% |
| All | +15.5% | +30.8% | -15.3% | +3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling