+102.4%
FN vs CNI
+18.4%
+84.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.9% | +13.6% | +12.3% |
| 7D | 0.0% | +0.3% | -0.3% | -0.2% |
| 30D | -34.3% | +7.2% | -41.5% | -36.3% |
| 3M | -39.9% | -1.3% | -38.5% | -39.7% |
| 6M | -51.8% | +11.8% | -63.6% | -54.7% |
| YTD | -28.1% | +27.7% | -55.8% | -37.2% |
| 1Y | -29.1% | +33.5% | -62.6% | -39.4% |
| 3Y | +102.4% | +19.3% | +83.1% | +82.3% |
| All | +102.4% | +18.4% | +84.1% | +82.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling