+49.9%
F vs CNI
+22.0%
+27.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.5% |
| 7D | +1.0% | +0.4% | +0.6% | +0.7% |
| 30D | +2.1% | +7.6% | -5.5% | -2.4% |
| 3M | -10.3% | +1.9% | -12.1% | -11.3% |
| 6M | +3.3% | +14.8% | -11.5% | -5.6% |
| YTD | -2.0% | +30.5% | -32.5% | -18.6% |
| 1Y | -2.3% | +36.5% | -38.7% | -21.6% |
| 3Y | +49.9% | +20.7% | +29.2% | +31.4% |
| All | +49.9% | +22.0% | +27.9% | +31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling