+6,452.4%
CNI vs IFF
+290.7%
+6,161.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | -0.4% | -3.2% | +2.8% | +0.8% |
| 30D | -2.7% | -0.3% | -2.4% | -2.7% |
| 3M | +3.9% | +8.4% | -4.5% | +0.4% |
| 6M | +16.4% | +23.0% | -6.7% | +6.2% |
| YTD | +25.8% | +25.5% | +0.3% | +13.7% |
| 1Y | +32.4% | +29.1% | +3.3% | +18.0% |
| 3Y | +19.1% | +31.7% | -12.6% | +2.7% |
| 5Y | +13.6% | -35.2% | +48.8% | +22.8% |
| 10Y | +136.8% | -20.7% | +157.5% | +121.6% |
| All | +6,452.4% | +290.7% | +6,161.7% | +2,947.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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