+9,323.8%
FICO vs CNI
+6,541.6%
+2,782.2%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.2% | -16.8% | -16.8% |
| 7D | -19.2% | -2.1% | -17.1% | -18.3% |
| 30D | -14.6% | -3.3% | -11.3% | -13.1% |
| 3M | -20.1% | +3.8% | -23.9% | -21.4% |
| 6M | -36.3% | +12.7% | -49.0% | -40.2% |
| YTD | -44.9% | +26.3% | -71.1% | -51.3% |
| 1Y | -38.6% | +29.9% | -68.5% | -46.7% |
| 3Y | +4.0% | +15.9% | -12.0% | -5.8% |
| 5Y | +99.5% | +6.9% | +92.6% | +86.9% |
| 10Y | +604.7% | +126.8% | +477.9% | +359.6% |
| All | +9,323.8% | +6,541.6% | +2,782.2% | +2,357.9% |
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 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