+47.6%
FE vs CNI
+10.3%
+37.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | -0.2% | +0.9% | -1.0% | -0.4% |
| 30D | -1.2% | -2.1% | +0.9% | -0.7% |
| 3M | +1.7% | +1.8% | -0.2% | +1.1% |
| 6M | -7.5% | +14.8% | -22.3% | -10.7% |
| YTD | +6.3% | +25.4% | -19.1% | +0.3% |
| 1Y | +10.9% | +32.9% | -22.1% | +2.9% |
| 3Y | +46.9% | +20.2% | +26.8% | +37.7% |
| 5Y | +47.6% | +12.2% | +35.5% | +39.0% |
| All | +47.6% | +10.3% | +37.3% | +39.0% |
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 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