+211.9%
SFM vs CNI
+11.3%
+200.6%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.7% | -1.1% |
| 7D | -8.8% | -1.1% | -7.7% | -8.4% |
| 30D | -14.5% | -3.5% | -10.9% | -13.5% |
| 3M | -16.8% | +2.2% | -19.1% | -17.8% |
| 6M | -5.3% | +15.1% | -20.4% | -10.4% |
| YTD | -9.4% | +24.7% | -34.1% | -17.1% |
| 1Y | -46.2% | +33.4% | -79.5% | -52.0% |
| 3Y | +81.3% | +19.5% | +61.8% | +65.5% |
| 5Y | +211.9% | +12.6% | +199.3% | +196.9% |
| All | +211.9% | +11.3% | +200.6% | +196.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling