+586.3%
FE vs CNI
+4,759.8%
-4,173.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.5% | +1.2% |
| 7D | +1.2% | +2.5% | -1.3% | +0.5% |
| 30D | +4.5% | +6.1% | -1.6% | +2.8% |
| 3M | +1.3% | +0.1% | +1.2% | +1.2% |
| 6M | +8.7% | +14.9% | -6.3% | +4.2% |
| YTD | +9.2% | +30.9% | -21.7% | +0.5% |
| 1Y | +7.0% | +33.9% | -26.9% | -2.3% |
| 3Y | +51.4% | +20.2% | +31.2% | +41.0% |
| 5Y | +47.7% | +8.2% | +39.5% | +40.4% |
| 10Y | +125.0% | +142.2% | -17.2% | +67.1% |
| All | +586.3% | +4,759.8% | -4,173.5% | +194.9% |
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