-1.0%
FTV vs CNI
+12.6%
-13.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.2% |
| 7D | -4.0% | -0.4% | -3.6% | -3.7% |
| 30D | -11.0% | -2.7% | -8.3% | -9.7% |
| 3M | -8.4% | +3.9% | -12.3% | -10.5% |
| 6M | -2.6% | +16.4% | -18.9% | -11.3% |
| YTD | -0.6% | +25.8% | -26.4% | -13.9% |
| 1Y | +11.0% | +32.4% | -21.4% | -7.1% |
| 3Y | -6.3% | +19.1% | -25.4% | -17.2% |
| All | -1.0% | +12.6% | -13.6% | -10.1% |
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