+49.6%
F vs CNI
+11.1%
+38.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.3% | -4.3% |
| 7D | +1.2% | +2.5% | -1.3% | -0.6% |
| 30D | +1.2% | -2.5% | +3.7% | +3.0% |
| 3M | -5.7% | +2.7% | -8.4% | -7.7% |
| 6M | +17.9% | +16.9% | +1.0% | +4.2% |
| YTD | +10.4% | +26.3% | -15.9% | -8.4% |
| 1Y | +25.3% | +31.1% | -5.8% | +0.6% |
| 3Y | +37.5% | +21.1% | +16.4% | +16.1% |
| All | +49.6% | +11.1% | +38.5% | +35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling