+794.1%
FN vs CNI
+140.5%
+653.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.3% | -4.4% | -4.6% |
| 7D | -4.1% | +0.4% | -4.5% | -4.2% |
| 30D | -28.3% | +7.6% | -36.0% | -31.5% |
| 3M | -33.9% | +1.9% | -35.7% | -34.9% |
| 6M | -43.9% | +14.8% | -58.7% | -49.0% |
| YTD | -23.4% | +30.5% | -53.9% | -35.9% |
| 1Y | -25.4% | +36.5% | -61.9% | -39.2% |
| 3Y | +107.9% | +20.7% | +87.2% | +79.6% |
| 5Y | +195.1% | +7.0% | +188.1% | +171.1% |
| 10Y | +794.1% | +136.0% | +658.1% | +475.3% |
| All | +794.1% | +140.5% | +653.6% | +475.3% |
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