+13.3%
FN vs CNI
+30.1%
-16.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | +5.8% | +0.9% | +4.9% | +5.6% |
| 30D | -20.6% | -2.1% | -18.5% | -20.2% |
| 3M | -28.6% | +1.8% | -30.4% | -29.2% |
| 6M | -20.7% | +14.8% | -35.5% | -25.9% |
| YTD | -8.1% | +25.4% | -33.5% | -14.5% |
| 1Y | +13.3% | +32.9% | -19.6% | +6.2% |
| All | +13.3% | +30.1% | -16.8% | +6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling