+579.0%
FE vs CNI
+4,782.7%
-4,203.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.1% |
| 7D | -0.3% | +1.0% | -1.3% | -0.6% |
| 30D | +3.9% | +7.5% | -3.6% | +1.7% |
| 3M | -0.1% | +1.7% | -1.8% | -0.7% |
| 6M | +6.1% | +15.4% | -9.3% | +1.6% |
| YTD | +8.1% | +31.5% | -23.4% | -0.7% |
| 1Y | +4.4% | +32.8% | -28.4% | -4.4% |
| 3Y | +49.0% | +21.7% | +27.3% | +38.3% |
| 5Y | +46.1% | +8.7% | +37.4% | +38.7% |
| 10Y | +122.6% | +143.3% | -20.7% | +65.1% |
| All | +579.0% | +4,782.7% | -4,203.7% | +191.4% |
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