+239.9%
FIS vs CNI
+2,977.5%
-2,737.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.6% | +4.4% |
| 7D | +2.8% | +2.5% | +0.3% | +1.6% |
| 30D | -16.7% | +6.1% | -22.8% | -19.3% |
| 3M | -32.3% | +0.1% | -32.4% | -32.7% |
| 6M | -29.1% | +14.9% | -44.0% | -34.1% |
| YTD | -54.1% | +30.9% | -85.0% | -60.4% |
| 1Y | -53.7% | +33.9% | -87.6% | -60.5% |
| 3Y | -38.8% | +20.2% | -59.0% | -45.8% |
| 5Y | -71.1% | +8.2% | -79.3% | -73.3% |
| 10Y | -53.1% | +142.2% | -195.3% | -70.9% |
| All | +239.9% | +2,977.5% | -2,737.6% | -17.7% |
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 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