+284.0%
FITB vs CNI
+138.2%
+145.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | -0.2% |
| 7D | -0.3% | -0.4% | +0.1% | 0.0% |
| 30D | -5.7% | -2.7% | -3.0% | -3.8% |
| 3M | +3.2% | +3.9% | -0.8% | -0.3% |
| 6M | +23.4% | +16.4% | +7.0% | +8.5% |
| YTD | +18.8% | +25.8% | -7.0% | -2.7% |
| 1Y | +25.0% | +32.4% | -7.4% | -2.1% |
| 3Y | +131.2% | +19.1% | +112.1% | +92.4% |
| 5Y | +70.7% | +13.6% | +57.1% | +44.7% |
| All | +284.0% | +138.2% | +145.8% | +97.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling