-47.6%
FND vs CNI
+33.8%
-81.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.3% |
| 7D | -5.8% | -0.4% | -5.4% | -5.5% |
| 30D | -20.2% | -2.7% | -17.5% | -18.4% |
| 3M | -12.0% | +3.9% | -15.9% | -14.5% |
| 6M | -18.5% | +16.4% | -34.9% | -28.3% |
| YTD | -22.3% | +25.8% | -48.1% | -35.6% |
| 1Y | -47.6% | +32.4% | -80.0% | -58.5% |
| All | -47.6% | +33.8% | -81.5% | -58.5% |
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