-25.6%
FIS vs CNI
+18.7%
-44.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.7% | +1.3% |
| 7D | -8.9% | -1.1% | -7.8% | -8.6% |
| 30D | -9.9% | -3.5% | -6.4% | -8.9% |
| 3M | 0.0% | +2.2% | -2.2% | -0.7% |
| 6M | -22.9% | +15.1% | -38.0% | -26.5% |
| YTD | -40.9% | +24.7% | -65.6% | -45.5% |
| 1Y | -40.4% | +33.4% | -73.8% | -46.7% |
| All | -25.6% | +18.7% | -44.3% | -33.3% |
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