+3,574.0%
FIX vs CNI
+137.1%
+3,436.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.4% |
| 7D | -13.9% | +0.4% | -14.3% | -14.3% |
| 30D | -35.5% | +7.6% | -43.2% | -39.0% |
| 3M | -33.9% | +1.9% | -35.8% | -35.2% |
| 6M | -43.3% | +14.8% | -58.1% | -49.3% |
| YTD | +18.7% | +30.5% | -11.8% | -3.5% |
| 1Y | +13.8% | +36.5% | -22.7% | -10.5% |
| 3Y | +495.0% | +20.7% | +474.2% | +399.1% |
| 5Y | +1,049.0% | +7.0% | +1,042.0% | +940.1% |
| All | +3,574.0% | +137.1% | +3,436.9% | +1,766.1% |
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