+273.6%
CNI vs FIVE
+862.5%
-588.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.8% |
| 3M | +1.6% | +7.0% | -5.5% | +0.2% |
| 6M | +16.6% | +20.5% | -3.9% | +12.3% |
| YTD | +31.3% | +33.1% | -1.8% | +23.8% |
| 1Y | +35.2% | +67.1% | -31.9% | +22.8% |
| 3Y | +21.5% | +41.9% | -20.4% | +8.3% |
| 5Y | +8.5% | +21.1% | -12.6% | -3.2% |
| 10Y | +142.9% | +518.8% | -375.9% | +67.6% |
| All | +273.6% | +862.5% | -588.9% | +145.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling