+49.9%
FE vs CNI
+21.8%
+28.1%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | -0.4% | -1.1% | +0.7% | -0.2% |
| 30D | +3.6% | +7.6% | -4.0% | +2.5% |
| 3M | +0.3% | +1.6% | -1.2% | 0.0% |
| 6M | +6.4% | +16.6% | -10.2% | +4.1% |
| YTD | +8.1% | +31.3% | -23.1% | +4.0% |
| 1Y | +4.6% | +35.2% | -30.6% | +0.3% |
| All | +49.9% | +21.8% | +28.1% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling