+8,590.7%
FIX vs CNI
+5,897.8%
+2,692.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.5% | +6.9% | +8.1% |
| 7D | -7.2% | +0.3% | -7.6% | -7.5% |
| 30D | -35.1% | +8.0% | -43.1% | -37.9% |
| 3M | -34.3% | +1.0% | -35.3% | -34.9% |
| 6M | -42.9% | +15.2% | -58.1% | -47.6% |
| YTD | +19.5% | +30.9% | -11.4% | +2.3% |
| 1Y | +16.8% | +36.2% | -19.4% | -2.1% |
| 3Y | +506.7% | +22.6% | +484.1% | +431.3% |
| 5Y | +1,046.7% | +6.4% | +1,040.3% | +977.0% |
| 10Y | +3,800.0% | +142.0% | +3,658.0% | +2,341.8% |
| All | +8,590.7% | +5,897.8% | +2,692.9% | +1,904.7% |
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