-12.1%
GFS vs CNI
+4.8%
-16.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.5% |
| 7D | -5.3% | +0.4% | -5.7% | -5.6% |
| 30D | -15.8% | +7.6% | -23.4% | -20.0% |
| 3M | -18.6% | +1.9% | -20.5% | -19.9% |
| 6M | -45.0% | +14.8% | -59.8% | -50.8% |
| YTD | +16.8% | +30.5% | -13.7% | -6.4% |
| 1Y | +17.8% | +36.5% | -18.7% | -9.1% |
| 3Y | -21.5% | +20.7% | -42.3% | -34.8% |
| 5Y | -29.3% | +7.0% | -36.4% | -33.3% |
| All | -12.1% | +4.8% | -16.9% | -15.1% |
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 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