+2,039.4%
FTI vs CNI
+2,712.0%
-672.6%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.4% |
| 7D | -5.6% | -1.1% | -4.5% | -4.8% |
| 30D | +0.4% | -3.5% | +3.9% | +3.0% |
| 3M | +8.1% | +2.2% | +5.9% | +6.0% |
| 6M | +16.7% | +15.1% | +1.6% | +3.5% |
| YTD | +70.0% | +24.7% | +45.3% | +41.0% |
| 1Y | +85.4% | +33.4% | +52.1% | +45.2% |
| 3Y | +265.9% | +19.5% | +246.4% | +203.8% |
| 5Y | +1,072.7% | +12.6% | +1,060.2% | +911.2% |
| 10Y | +298.9% | +134.7% | +164.2% | +103.9% |
| All | +2,039.4% | +2,712.0% | -672.6% | +180.0% |
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 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