+36.6%
FFIV vs CNI
+37.5%
-1.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.1% |
| 7D | -9.8% | +3.7% | -13.5% | -9.2% |
| 30D | -28.1% | +8.1% | -36.2% | -27.0% |
| 3M | -20.0% | +1.9% | -21.9% | -19.8% |
| 6M | -0.1% | +19.2% | -19.3% | +3.4% |
| YTD | +29.2% | +32.7% | -3.5% | +30.7% |
| 1Y | +36.6% | +37.0% | -0.4% | +37.0% |
| All | +36.6% | +37.5% | -1.0% | +37.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling