+2,086.9%
FDX vs CNI
+6,508.8%
-4,421.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.3% |
| 7D | -3.3% | +1.9% | -5.3% | -4.4% |
| 30D | -1.4% | -3.0% | +1.6% | +0.3% |
| 3M | -4.5% | +2.2% | -6.7% | -5.9% |
| 6M | +9.4% | +16.3% | -6.9% | -0.2% |
| YTD | +36.0% | +25.7% | +10.4% | +18.3% |
| 1Y | +75.5% | +30.4% | +45.1% | +49.1% |
| 3Y | +62.8% | +20.4% | +42.4% | +43.8% |
| 5Y | +64.4% | +10.4% | +54.0% | +51.2% |
| 10Y | +175.5% | +126.9% | +48.6% | +67.9% |
| All | +2,086.9% | +6,508.8% | -4,421.9% | +175.6% |
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