-58.5%
FICO vs CNI
+32.7%
-91.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | +2.2% | +2.5% | -0.3% | +1.2% |
| 30D | +0.1% | +6.1% | -6.0% | -2.5% |
| 3M | -35.2% | +0.1% | -35.3% | -35.3% |
| 6M | -32.4% | +14.9% | -47.3% | -34.0% |
| YTD | -57.4% | +30.9% | -88.3% | -60.4% |
| 1Y | -58.5% | +33.9% | -92.5% | -61.9% |
| All | -58.5% | +32.7% | -91.3% | -61.9% |
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