+259.4%
CNI vs FIVE
+868.1%
-608.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.1% | -4.9% | -0.7% |
| 7D | -2.1% | +4.3% | -6.4% | -2.8% |
| 30D | -3.3% | +12.5% | -15.8% | -5.3% |
| 3M | +3.8% | +31.2% | -27.4% | -1.0% |
| 6M | +12.7% | +14.4% | -1.7% | +9.3% |
| YTD | +26.3% | +33.9% | -7.6% | +19.2% |
| 1Y | +29.9% | +65.1% | -35.2% | +18.1% |
| 3Y | +15.9% | +49.0% | -33.0% | +2.6% |
| 5Y | +6.9% | +30.3% | -23.3% | -5.8% |
| 10Y | +126.8% | +481.1% | -354.3% | +57.3% |
| All | +259.4% | +868.1% | -608.7% | +136.5% |
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 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