-51.1%
FIS vs CNI
+37.5%
-88.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +2.1% | -25.8% | -23.7% |
| 7D | -18.4% | +3.7% | -22.2% | -18.6% |
| 30D | -11.4% | +8.1% | -19.5% | -11.9% |
| 3M | -32.0% | +1.9% | -33.8% | -32.1% |
| 6M | -35.6% | +19.2% | -54.8% | -35.7% |
| YTD | -53.8% | +32.7% | -86.5% | -54.8% |
| 1Y | -51.1% | +37.0% | -88.1% | -52.4% |
| All | -51.1% | +37.5% | -88.6% | -52.4% |
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