+7,285.9%
FICO vs CNI
+6,762.0%
+523.9%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | +0.9% | +0.4% | +0.5% | +0.6% |
| 30D | +9.4% | +7.6% | +1.8% | +5.3% |
| 3M | -30.4% | +1.9% | -32.3% | -31.1% |
| 6M | -35.1% | +14.8% | -49.9% | -39.4% |
| YTD | -56.8% | +30.5% | -87.2% | -62.6% |
| 1Y | -58.4% | +36.5% | -94.9% | -64.8% |
| 3Y | -26.7% | +20.7% | -47.4% | -34.9% |
| 5Y | +88.0% | +7.0% | +81.0% | +76.3% |
| 10Y | +545.7% | +136.0% | +409.8% | +312.7% |
| All | +7,285.9% | +6,762.0% | +523.9% | +1,791.8% |
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 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