+434.4%
FLR vs CNI
+3,586.4%
-3,151.9%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.4% | -2.6% |
| 7D | -3.1% | +0.9% | -4.0% | -3.7% |
| 30D | +4.9% | -2.1% | +7.0% | +6.4% |
| 3M | +10.8% | +1.8% | +9.0% | +8.4% |
| 6M | +19.7% | +14.8% | +4.9% | +6.0% |
| YTD | +38.4% | +25.4% | +13.0% | +13.8% |
| 1Y | +34.7% | +32.9% | +1.8% | +5.5% |
| 3Y | +56.7% | +20.2% | +36.5% | +30.7% |
| 5Y | +241.6% | +12.2% | +229.5% | +194.8% |
| 10Y | +20.2% | +136.0% | -115.8% | -39.0% |
| All | +434.4% | +3,586.4% | -3,151.9% | -29.9% |
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