-62.7%
FND vs CNI
+12.6%
-75.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.2% |
| 7D | -5.8% | -0.4% | -5.4% | -5.4% |
| 30D | -20.2% | -2.7% | -17.5% | -18.3% |
| 3M | -12.0% | +3.9% | -15.9% | -14.8% |
| 6M | -18.5% | +16.4% | -34.9% | -28.5% |
| YTD | -22.3% | +25.8% | -48.1% | -36.4% |
| 1Y | -47.6% | +32.4% | -80.0% | -59.1% |
| 3Y | -49.8% | +19.1% | -68.8% | -57.6% |
| All | -62.7% | +12.6% | -75.4% | -66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling