+37.5%
F vs CNI
+21.3%
+16.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.3% | -4.3% |
| 7D | +1.2% | +2.5% | -1.3% | -0.4% |
| 30D | +1.2% | -2.5% | +3.7% | +2.8% |
| 3M | -5.7% | +2.7% | -8.4% | -7.4% |
| 6M | +17.9% | +16.9% | +1.0% | +5.9% |
| YTD | +10.4% | +26.3% | -15.9% | -6.3% |
| 1Y | +25.3% | +31.1% | -5.8% | +3.2% |
| 3Y | +37.5% | +21.1% | +16.4% | +20.4% |
| All | +37.5% | +21.3% | +16.2% | +20.4% |
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