+17.7%
GFS vs CNI
+37.5%
-19.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.1% | -8.1% | -6.1% |
| 7D | -12.5% | +3.7% | -16.3% | -12.8% |
| 30D | -16.9% | +8.1% | -25.0% | -17.5% |
| 3M | -22.3% | +1.9% | -24.1% | -22.4% |
| 6M | -40.2% | +19.2% | -59.4% | -42.3% |
| YTD | +16.0% | +32.7% | -16.7% | +7.7% |
| 1Y | +17.7% | +37.0% | -19.3% | +7.2% |
| All | +17.7% | +37.5% | -19.9% | +7.2% |
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