+275.6%
SFM vs CNI
+138.2%
+137.4%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.5% |
| 7D | -10.6% | -0.4% | -10.2% | -10.5% |
| 30D | -15.5% | -2.7% | -12.8% | -14.9% |
| 3M | -17.4% | +3.9% | -21.4% | -18.5% |
| 6M | -3.4% | +16.4% | -19.8% | -7.9% |
| YTD | -8.7% | +25.8% | -34.5% | -15.0% |
| 1Y | -47.2% | +32.4% | -79.6% | -51.6% |
| 3Y | +82.7% | +19.1% | +63.6% | +71.1% |
| 5Y | +214.3% | +13.6% | +200.7% | +197.2% |
| All | +275.6% | +138.2% | +137.4% | +185.8% |
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