+890.0%
FN vs CNI
+127.4%
+762.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.1% | +2.2% |
| 7D | +3.5% | +2.5% | +1.0% | +2.0% |
| 30D | -26.0% | -2.5% | -23.5% | -24.9% |
| 3M | -33.3% | +2.7% | -36.0% | -34.7% |
| 6M | -14.9% | +16.9% | -31.9% | -23.3% |
| YTD | -8.6% | +26.3% | -34.9% | -21.7% |
| 1Y | +12.3% | +31.1% | -18.8% | -6.2% |
| 3Y | +174.4% | +21.1% | +153.3% | +136.8% |
| 5Y | +296.4% | +11.0% | +285.4% | +255.4% |
| 10Y | +890.0% | +128.1% | +761.9% | +449.2% |
| All | +890.0% | +127.4% | +762.7% | +449.2% |
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