+348.4%
FIS vs CNI
+2,870.6%
-2,522.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | 0.0% | -5.9% | -5.9% |
| 7D | -3.5% | +2.5% | -5.9% | -4.6% |
| 30D | -7.8% | -2.5% | -5.3% | -6.7% |
| 3M | +0.8% | +2.7% | -1.9% | -0.6% |
| 6M | -21.9% | +16.9% | -38.8% | -28.2% |
| YTD | -39.5% | +26.3% | -65.8% | -46.6% |
| 1Y | -41.0% | +31.1% | -72.1% | -49.0% |
| 3Y | -23.6% | +21.1% | -44.7% | -32.4% |
| 5Y | -65.6% | +11.0% | -76.6% | -68.5% |
| 10Y | -40.2% | +128.1% | -168.3% | -61.8% |
| All | +348.4% | +2,870.6% | -2,522.2% | +10.9% |
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