+3,142.0%
FN vs CNI
+468.6%
+2,673.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -31.8% |
| 3M | -33.9% | +1.9% | -35.7% | -35.1% |
| 6M | -43.9% | +14.8% | -58.7% | -49.5% |
| YTD | -23.4% | +30.5% | -53.9% | -37.0% |
| 1Y | -25.4% | +36.5% | -61.9% | -40.4% |
| 3Y | +107.9% | +20.7% | +87.2% | +76.8% |
| 5Y | +195.1% | +7.0% | +188.1% | +168.2% |
| 10Y | +794.1% | +136.0% | +658.1% | +338.6% |
| All | +3,142.0% | +468.6% | +2,673.4% | +690.3% |
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 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