+725.3%
GFI vs CNI
+6,516.9%
-5,791.6%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.5% |
| 7D | -4.9% | -0.4% | -4.5% | -4.8% |
| 30D | +10.7% | -2.7% | +13.4% | +11.6% |
| 3M | +25.6% | +3.9% | +21.7% | +24.2% |
| 6M | -8.3% | +16.4% | -24.6% | -11.8% |
| YTD | +6.3% | +25.8% | -19.5% | +0.2% |
| 1Y | +22.1% | +32.4% | -10.3% | +13.5% |
| 3Y | +289.2% | +19.1% | +270.1% | +268.1% |
| 5Y | +531.7% | +13.6% | +518.1% | +501.9% |
| 10Y | +1,043.8% | +136.8% | +907.0% | +773.0% |
| All | +725.3% | +6,516.9% | -5,791.6% | +389.0% |
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