+1,315.5%
FERG vs CNI
+497.9%
+817.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.6% | -1.2% |
| 7D | +0.9% | +0.9% | 0.0% | +0.7% |
| 30D | -15.1% | -2.1% | -12.9% | -14.7% |
| 3M | -4.8% | +1.8% | -6.7% | -5.3% |
| 6M | -2.5% | +14.8% | -17.3% | -5.4% |
| YTD | +1.8% | +25.4% | -23.6% | -3.1% |
| 1Y | -0.3% | +32.9% | -33.2% | -6.2% |
| 3Y | +52.9% | +20.2% | +32.7% | +46.7% |
| 5Y | +69.3% | +12.2% | +57.1% | +64.2% |
| 10Y | +352.7% | +136.0% | +216.7% | +316.7% |
| All | +1,315.5% | +497.9% | +817.6% | +1,205.6% |
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