+1.3%
GFS vs CNI
+1.1%
+0.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +1.5% |
| 7D | +3.8% | -0.4% | +4.2% | +4.1% |
| 30D | -11.7% | -2.7% | -9.0% | -10.1% |
| 3M | -41.8% | +3.9% | -45.7% | -43.8% |
| 6M | +6.6% | +16.4% | -9.7% | -6.2% |
| YTD | +34.6% | +25.8% | +8.8% | +10.9% |
| 1Y | +46.2% | +32.4% | +13.8% | +15.1% |
| 3Y | -20.3% | +19.1% | -39.4% | -33.5% |
| All | +1.3% | +1.1% | +0.3% | +0.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling