+3,689.8%
FN vs CNI
+450.3%
+3,239.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +3.0% | +3.0% |
| 7D | -1.7% | -2.1% | +0.4% | -0.4% |
| 30D | -22.0% | -3.3% | -18.7% | -20.4% |
| 3M | -43.0% | +3.8% | -46.8% | -44.8% |
| 6M | -27.7% | +12.7% | -40.4% | -33.7% |
| YTD | -10.5% | +26.3% | -36.8% | -24.3% |
| 1Y | +12.5% | +29.9% | -17.4% | -6.9% |
| 3Y | +153.8% | +15.9% | +137.9% | +122.6% |
| 5Y | +288.0% | +6.9% | +281.1% | +252.7% |
| 10Y | +906.4% | +126.8% | +779.6% | +409.7% |
| All | +3,689.8% | +450.3% | +3,239.4% | +849.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling