+204.5%
F vs CNI
+6,762.0%
-6,557.6%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.2% |
| 3M | -10.3% | +1.9% | -12.1% | -11.3% |
| 6M | +3.3% | +14.8% | -11.5% | -5.0% |
| YTD | -2.0% | +30.5% | -32.5% | -16.9% |
| 1Y | -2.3% | +36.5% | -38.7% | -19.4% |
| 3Y | +49.9% | +20.7% | +29.2% | +32.5% |
| 5Y | -12.5% | +7.0% | -19.5% | -16.8% |
| 10Y | +74.3% | +136.0% | -61.7% | +4.6% |
| All | +204.5% | +6,762.0% | -6,557.6% | -54.0% |
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