+246.7%
FFIV vs CNI
+138.2%
+108.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.9% | +2.4% | +2.9% |
| 7D | +5.4% | -0.4% | +5.8% | +5.6% |
| 30D | -2.7% | -2.7% | 0.0% | -1.4% |
| 3M | +4.5% | +3.9% | +0.6% | +2.1% |
| 6M | +42.2% | +16.4% | +25.8% | +30.1% |
| YTD | +61.3% | +25.8% | +35.5% | +40.8% |
| 1Y | +23.0% | +32.4% | -9.3% | +4.4% |
| 3Y | +156.3% | +19.1% | +137.2% | +125.7% |
| 5Y | +102.9% | +13.6% | +89.3% | +81.9% |
| All | +246.7% | +138.2% | +108.5% | +118.4% |
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 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