+6,034.5%
FIX vs CNI
+129.7%
+5,904.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.5% |
| 7D | +3.5% | +0.9% | +2.7% | +2.9% |
| 30D | -3.5% | -2.1% | -1.4% | -2.2% |
| 3M | -11.8% | +1.8% | -13.6% | -13.6% |
| 6M | +17.8% | +14.8% | +3.0% | +5.8% |
| YTD | +73.3% | +25.4% | +47.9% | +45.8% |
| 1Y | +128.1% | +32.9% | +95.2% | +83.0% |
| 3Y | +772.7% | +20.2% | +752.5% | +636.5% |
| 5Y | +2,166.4% | +12.2% | +2,154.3% | +1,876.2% |
| 10Y | +6,034.5% | +136.0% | +5,898.5% | +3,206.7% |
| All | +6,034.5% | +129.7% | +5,904.7% | +3,206.7% |
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 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