+1,036.2%
FTI vs CNI
+12.6%
+1,023.5%
-36.7%
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% | +0.5% |
| 7D | -4.4% | -0.4% | -4.0% | -4.2% |
| 30D | +1.5% | -2.7% | +4.2% | +3.0% |
| 3M | +8.2% | +3.9% | +4.3% | +5.6% |
| 6M | +18.8% | +16.4% | +2.5% | +7.6% |
| YTD | +71.7% | +25.8% | +45.9% | +47.3% |
| 1Y | +90.0% | +32.4% | +57.7% | +57.0% |
| 3Y | +270.5% | +19.1% | +251.4% | +218.8% |
| All | +1,036.2% | +12.6% | +1,023.5% | +865.0% |
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