+74.5%
FICO vs CNI
+3.9%
+70.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | +0.6% |
| 7D | -0.9% | +0.3% | -1.2% | -1.2% |
| 30D | +3.3% | +7.2% | -3.8% | -0.5% |
| 3M | -31.7% | -1.3% | -30.4% | -31.3% |
| 6M | -34.0% | +11.8% | -45.8% | -37.4% |
| YTD | -58.3% | +27.7% | -86.0% | -63.6% |
| 1Y | -57.9% | +33.5% | -91.4% | -64.2% |
| 3Y | -24.1% | +19.3% | -43.4% | -32.9% |
| All | +74.5% | +3.9% | +70.6% | +63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling