+1,162.2%
EFX vs CNI
+6,494.7%
-5,332.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.3% | -1.7% |
| 7D | -9.4% | +0.9% | -10.2% | -9.7% |
| 30D | -6.9% | -2.1% | -4.8% | -6.0% |
| 3M | +0.1% | +1.8% | -1.7% | -0.7% |
| 6M | -17.3% | +14.8% | -32.1% | -22.5% |
| YTD | -21.8% | +25.4% | -47.2% | -29.8% |
| 1Y | -32.5% | +32.9% | -65.5% | -41.1% |
| 3Y | -12.3% | +20.2% | -32.5% | -20.5% |
| 5Y | -36.6% | +12.2% | -48.8% | -41.0% |
| 10Y | +41.0% | +136.0% | -95.0% | -7.9% |
| All | +1,162.2% | +6,494.7% | -5,332.4% | +128.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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