-41.9%
SFM vs CNI
+29.8%
-71.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | -0.1% | -2.1% | +2.0% | +0.3% |
| 30D | -4.4% | -3.3% | -1.1% | -3.9% |
| 3M | +1.5% | +3.8% | -2.3% | +0.1% |
| 6M | +6.5% | +12.7% | -6.2% | +3.1% |
| YTD | +2.2% | +26.3% | -24.1% | -6.4% |
| 1Y | -41.9% | +29.9% | -71.8% | -48.6% |
| All | -41.9% | +29.8% | -71.7% | -48.6% |
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 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