+94.9%
FFIV vs CNI
+21.4%
+73.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.6% |
| 7D | -0.5% | +2.5% | -3.1% | -1.1% |
| 30D | -32.4% | +6.1% | -38.5% | -33.3% |
| 3M | -25.7% | +0.1% | -25.8% | -25.7% |
| 6M | -13.5% | +14.9% | -28.4% | -16.7% |
| YTD | +21.1% | +30.9% | -9.8% | +9.7% |
| 1Y | +29.4% | +33.9% | -4.5% | +16.0% |
| 3Y | +94.9% | +20.2% | +74.7% | +77.0% |
| All | +94.9% | +21.4% | +73.5% | +77.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling