+12,471.5%
FIX vs CNI
+5,686.0%
+6,785.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +6.0% | -2.1% | +8.1% | +7.1% |
| 30D | -7.2% | -3.3% | -4.0% | -5.7% |
| 3M | -15.9% | +3.8% | -19.7% | -18.0% |
| 6M | +12.7% | +12.7% | +0.1% | +5.3% |
| YTD | +72.8% | +26.3% | +46.5% | +51.4% |
| 1Y | +122.9% | +29.9% | +93.0% | +91.7% |
| 3Y | +774.3% | +15.9% | +758.4% | +690.7% |
| 5Y | +2,049.5% | +6.9% | +2,042.5% | +1,918.5% |
| 10Y | +5,821.5% | +126.8% | +5,694.7% | +3,738.2% |
| All | +12,471.5% | +5,686.0% | +6,785.5% | +2,865.8% |
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