+102.9%
SFM vs CNI
+209.4%
-106.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | -0.1% | -2.1% | +2.0% | +0.5% |
| 30D | -4.4% | -3.3% | -1.1% | -3.5% |
| 3M | +1.5% | +3.8% | -2.3% | +0.2% |
| 6M | +6.5% | +12.7% | -6.2% | +2.4% |
| YTD | +2.2% | +26.3% | -24.1% | -5.1% |
| 1Y | -41.9% | +29.9% | -71.8% | -46.5% |
| 3Y | +106.8% | +15.9% | +90.8% | +94.9% |
| 5Y | +231.6% | +6.9% | +224.6% | +217.7% |
| 10Y | +258.4% | +126.8% | +131.7% | +167.9% |
| All | +102.9% | +209.4% | -106.5% | +26.4% |
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