-39.3%
FND vs CNI
+29.8%
-69.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.6% | +1.6% |
| 7D | -5.2% | -2.1% | -3.1% | -3.5% |
| 30D | -19.9% | -3.3% | -16.6% | -17.6% |
| 3M | +2.7% | +3.8% | -1.1% | -0.3% |
| 6M | -21.7% | +12.7% | -34.3% | -29.5% |
| YTD | -17.5% | +26.3% | -43.8% | -32.1% |
| 1Y | -39.3% | +29.9% | -69.2% | -51.1% |
| All | -39.3% | +29.8% | -69.1% | -51.1% |
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 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