+576.2%
FE vs CNI
+4,588.9%
-4,012.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | +1.9% | -2.1% | +4.0% | +2.5% |
| 30D | -1.2% | -3.3% | +2.1% | -0.3% |
| 3M | +3.5% | +3.8% | -0.3% | +2.3% |
| 6M | -6.1% | +12.7% | -18.7% | -9.5% |
| YTD | +7.6% | +26.3% | -18.7% | +0.1% |
| 1Y | +11.9% | +29.9% | -18.0% | +3.1% |
| 3Y | +48.4% | +15.9% | +32.5% | +39.7% |
| 5Y | +44.8% | +6.9% | +37.8% | +38.1% |
| 10Y | +115.9% | +126.8% | -10.9% | +63.3% |
| All | +576.2% | +4,588.9% | -4,012.6% | +193.8% |
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