-22.6%
FPS vs CNI
+33.0%
-55.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +2.1% | -19.4% | -17.0% |
| 7D | -23.3% | +3.7% | -27.1% | -23.0% |
| 30D | -42.4% | +8.1% | -50.5% | -42.3% |
| 3M | -43.0% | +1.9% | -44.9% | -42.6% |
| 6M | -44.5% | +19.2% | -63.7% | -48.2% |
| All | -22.6% | +33.0% | -55.7% | -35.4% |
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