-68.5%
VFC vs CNI
+138.2%
-206.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.9% | +3.5% | +3.7% |
| 7D | -1.4% | -0.4% | -1.0% | -1.1% |
| 30D | -9.0% | -2.7% | -6.3% | -7.1% |
| 3M | -24.2% | +3.9% | -28.1% | -26.6% |
| 6M | -18.5% | +16.4% | -34.9% | -27.9% |
| YTD | -25.9% | +25.8% | -51.7% | -38.2% |
| 1Y | -13.0% | +32.4% | -45.4% | -30.4% |
| 3Y | -20.3% | +19.1% | -39.4% | -31.2% |
| 5Y | -78.1% | +13.6% | -91.6% | -80.7% |
| All | -68.5% | +138.2% | -206.7% | -81.4% |
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 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