+231.3%
FLR vs CNI
+12.6%
+218.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.7% |
| 7D | -3.5% | -0.4% | -3.1% | -3.3% |
| 30D | +4.2% | -2.7% | +6.9% | +5.7% |
| 3M | +8.1% | +3.9% | +4.2% | +5.0% |
| 6M | +21.5% | +16.4% | +5.2% | +9.3% |
| YTD | +36.8% | +25.8% | +11.0% | +16.6% |
| 1Y | +31.2% | +32.4% | -1.2% | +8.0% |
| 3Y | +53.9% | +19.1% | +34.8% | +34.1% |
| All | +231.3% | +12.6% | +218.7% | +175.7% |
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 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