+351.3%
FERG vs CNI
+138.2%
+213.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.4% |
| 7D | -2.6% | -0.4% | -2.2% | -2.5% |
| 30D | -8.9% | -2.7% | -6.2% | -8.1% |
| 3M | -2.0% | +3.9% | -6.0% | -3.3% |
| 6M | -3.2% | +16.4% | -19.6% | -7.7% |
| YTD | +1.5% | +25.8% | -24.3% | -5.5% |
| 1Y | +0.5% | +32.4% | -31.9% | -7.9% |
| 3Y | +50.4% | +19.1% | +31.3% | +41.8% |
| 5Y | +68.7% | +13.6% | +55.1% | +60.9% |
| All | +351.3% | +138.2% | +213.1% | +286.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling