+5,150.0%
FFIV vs CNI
+3,656.0%
+1,494.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -1.0% | -2.1% | +1.1% | +0.2% |
| 30D | -5.1% | -3.3% | -1.8% | -3.3% |
| 3M | -4.5% | +3.8% | -8.3% | -7.0% |
| 6M | +36.5% | +12.7% | +23.8% | +25.4% |
| YTD | +53.0% | +26.3% | +26.7% | +30.7% |
| 1Y | +24.2% | +29.9% | -5.7% | +4.1% |
| 3Y | +137.2% | +15.9% | +121.3% | +108.6% |
| 5Y | +91.8% | +6.9% | +84.8% | +75.0% |
| 10Y | +215.2% | +126.8% | +88.4% | +75.2% |
| All | +5,150.0% | +3,656.0% | +1,494.0% | +529.0% |
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 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