+134.3%
CNI vs USFR
+28.1%
+106.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | -2.7% | +0.4% | -3.1% | -2.7% |
| 3M | +3.9% | +1.0% | +2.9% | +3.8% |
| 6M | +16.4% | +2.0% | +14.4% | +16.0% |
| YTD | +25.8% | +2.8% | +23.0% | +25.2% |
| 1Y | +32.4% | +4.1% | +28.3% | +31.5% |
| 3Y | +19.1% | +14.1% | +4.9% | +15.5% |
| 5Y | +13.6% | +20.6% | -7.0% | +7.2% |
| All | +134.3% | +28.1% | +106.2% | +117.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling