+48.5%
FND vs CNI
+101.5%
-53.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.1% |
| 7D | -0.8% | +0.9% | -1.6% | -1.5% |
| 30D | -19.6% | -2.1% | -17.5% | -18.1% |
| 3M | -4.3% | +1.8% | -6.2% | -5.8% |
| 6M | -20.4% | +14.8% | -35.3% | -29.3% |
| YTD | -21.9% | +25.4% | -47.2% | -35.7% |
| 1Y | -45.2% | +32.9% | -78.1% | -57.2% |
| 3Y | -49.2% | +20.2% | -69.4% | -57.2% |
| 5Y | -61.8% | +12.2% | -74.0% | -66.0% |
| All | +48.5% | +101.5% | -53.0% | -9.9% |
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