+626.6%
FICO vs CNI
+131.5%
+495.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -15.4% | +2.5% | -17.9% | -16.8% |
| 30D | -10.4% | -2.5% | -7.9% | -8.8% |
| 3M | -22.7% | +2.7% | -25.4% | -23.8% |
| 6M | -36.8% | +16.9% | -53.7% | -43.2% |
| YTD | -44.8% | +26.3% | -71.1% | -53.3% |
| 1Y | -39.3% | +31.1% | -70.4% | -50.0% |
| 3Y | +3.7% | +21.1% | -17.3% | -12.6% |
| 5Y | +101.7% | +11.0% | +90.7% | +77.1% |
| All | +626.6% | +131.5% | +495.1% | +259.1% |
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