+72.5%
FDX vs CNI
+8.8%
+63.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | +0.8% | +1.0% | -0.2% | +0.2% |
| 30D | +9.9% | +7.5% | +2.4% | +5.2% |
| 3M | -1.9% | +1.7% | -3.6% | -3.0% |
| 6M | +6.1% | +15.4% | -9.3% | -3.2% |
| YTD | +38.8% | +31.5% | +7.3% | +16.0% |
| 1Y | +50.0% | +32.8% | +17.2% | +24.4% |
| 3Y | +71.0% | +21.7% | +49.4% | +47.7% |
| 5Y | +72.5% | +8.7% | +63.8% | +56.7% |
| All | +72.5% | +8.8% | +63.7% | +56.7% |
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