+128.1%
FIX vs CNI
+30.1%
+98.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.8% |
| 7D | +3.5% | +0.9% | +2.7% | +3.3% |
| 30D | -3.5% | -2.1% | -1.4% | -3.0% |
| 3M | -11.8% | +1.8% | -13.6% | -12.8% |
| 6M | +17.8% | +14.8% | +3.0% | +10.2% |
| YTD | +73.3% | +25.4% | +47.9% | +64.3% |
| 1Y | +128.1% | +32.9% | +95.2% | +119.2% |
| All | +128.1% | +30.1% | +98.0% | +119.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling