+2,303.0%
FIX vs CNI
+12.6%
+2,290.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.9% | +5.4% | +5.8% |
| 7D | +5.0% | -0.4% | +5.4% | +5.3% |
| 30D | -2.7% | -2.7% | 0.0% | -1.3% |
| 3M | -8.2% | +3.9% | -12.2% | -10.9% |
| 6M | +20.3% | +16.4% | +3.9% | +8.7% |
| YTD | +81.4% | +25.8% | +55.6% | +56.3% |
| 1Y | +121.5% | +32.4% | +89.1% | +84.1% |
| 3Y | +807.4% | +19.1% | +788.4% | +689.6% |
| All | +2,303.0% | +12.6% | +2,290.4% | +2,011.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling