-38.6%
FICO vs CNI
+29.8%
-68.4%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.2% | -16.8% | -16.8% |
| 7D | -19.2% | -2.1% | -17.1% | -18.4% |
| 30D | -14.6% | -3.3% | -11.3% | -13.3% |
| 3M | -20.1% | +3.8% | -23.9% | -20.4% |
| 6M | -36.3% | +12.7% | -49.0% | -38.0% |
| YTD | -44.9% | +26.3% | -71.1% | -49.1% |
| 1Y | -38.6% | +29.9% | -68.5% | -44.8% |
| All | -38.6% | +29.8% | -68.4% | -44.8% |
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