+2,943.1%
FN vs CNI
+456.4%
+2,486.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.9% | +13.6% | +12.9% |
| 7D | 0.0% | +0.3% | -0.3% | -0.4% |
| 30D | -34.3% | +7.2% | -41.5% | -37.5% |
| 3M | -39.9% | -1.3% | -38.5% | -39.8% |
| 6M | -51.8% | +11.8% | -63.6% | -55.9% |
| YTD | -28.1% | +27.7% | -55.8% | -40.1% |
| 1Y | -29.1% | +33.5% | -62.6% | -42.6% |
| 3Y | +102.4% | +19.3% | +83.1% | +73.0% |
| 5Y | +171.7% | +3.1% | +168.6% | +152.6% |
| 10Y | +773.5% | +141.2% | +632.3% | +319.8% |
| All | +2,943.1% | +456.4% | +2,486.7% | +650.8% |
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