-38.8%
FIS vs CNI
+21.4%
-60.3%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.6% | +4.3% |
| 7D | +2.8% | +2.5% | +0.3% | +2.2% |
| 30D | -16.7% | +6.1% | -22.8% | -18.2% |
| 3M | -32.3% | +0.1% | -32.4% | -32.4% |
| 6M | -29.1% | +14.9% | -44.0% | -31.9% |
| YTD | -54.1% | +30.9% | -85.0% | -58.2% |
| 1Y | -53.7% | +33.9% | -87.6% | -58.2% |
| 3Y | -38.8% | +20.2% | -59.0% | -44.1% |
| All | -38.8% | +21.4% | -60.3% | -44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling