+693.0%
FN vs CNI
+140.9%
+552.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.5% | -6.8% | -7.0% |
| 7D | +0.3% | +2.5% | -2.3% | -1.0% |
| 30D | -16.5% | +6.1% | -22.6% | -19.5% |
| 3M | -42.1% | +0.1% | -42.2% | -42.4% |
| 6M | -52.9% | +14.9% | -67.8% | -57.2% |
| YTD | -28.0% | +30.9% | -58.8% | -39.8% |
| 1Y | -18.5% | +33.9% | -52.4% | -32.9% |
| 3Y | +93.9% | +20.2% | +73.7% | +67.9% |
| 5Y | +170.5% | +8.2% | +162.3% | +146.9% |
| All | +693.0% | +140.9% | +552.1% | +378.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling