-65.0%
FIS vs CNI
+12.6%
-77.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.2% |
| 7D | -7.9% | -0.4% | -7.5% | -7.8% |
| 30D | -8.0% | -2.7% | -5.3% | -6.9% |
| 3M | +0.6% | +3.9% | -3.3% | -1.2% |
| 6M | -22.2% | +16.4% | -38.6% | -27.8% |
| YTD | -40.8% | +25.8% | -66.6% | -47.3% |
| 1Y | -41.5% | +32.4% | -73.9% | -49.3% |
| 3Y | -25.5% | +19.1% | -44.6% | -33.5% |
| All | -65.0% | +12.6% | -77.7% | -68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling