+177.0%
FDX vs CNI
+136.1%
+40.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.2% |
| 7D | -3.9% | -1.1% | -2.8% | -3.1% |
| 30D | -3.3% | -3.5% | +0.2% | -1.0% |
| 3M | -2.0% | +2.2% | -4.2% | -3.8% |
| 6M | +8.0% | +15.1% | -7.0% | -2.5% |
| YTD | +35.0% | +24.7% | +10.3% | +14.8% |
| 1Y | +73.7% | +33.4% | +40.3% | +40.4% |
| 3Y | +61.6% | +19.5% | +42.1% | +39.0% |
| 5Y | +65.4% | +12.6% | +52.8% | +45.4% |
| All | +177.0% | +136.1% | +40.9% | +43.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling