+25.2%
GFS vs CNI
+35.4%
-10.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +17.2% | +1.0% | +16.2% | +17.0% |
| 30D | -8.7% | +7.5% | -16.2% | -9.3% |
| 3M | -19.7% | +1.7% | -21.4% | -19.7% |
| 6M | -40.7% | +15.4% | -56.1% | -42.3% |
| YTD | +22.5% | +31.5% | -9.0% | +13.8% |
| 1Y | +25.2% | +32.8% | -7.6% | +15.7% |
| All | +25.2% | +35.4% | -10.1% | +15.7% |
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