+459.8%
FITB vs CNI
+6,544.5%
-6,084.7%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +2.8% | +2.5% | +0.3% | +1.0% |
| 30D | -4.5% | -2.5% | -2.0% | -2.9% |
| 3M | +5.7% | +2.7% | +2.9% | +3.3% |
| 6M | +17.1% | +16.9% | +0.2% | +4.0% |
| YTD | +18.3% | +26.3% | -8.0% | -1.2% |
| 1Y | +23.9% | +31.1% | -7.2% | +0.3% |
| 3Y | +131.1% | +21.1% | +110.0% | +94.9% |
| 5Y | +71.1% | +11.0% | +60.1% | +52.2% |
| 10Y | +283.9% | +128.1% | +155.7% | +107.2% |
| All | +459.8% | +6,544.5% | -6,084.7% | -33.7% |
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