-22.4%
VFC vs CNI
+19.3%
-41.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.4% | -1.6% |
| 7D | -2.3% | +0.9% | -3.2% | -3.0% |
| 30D | -13.4% | -2.1% | -11.2% | -11.9% |
| 3M | -23.7% | +1.8% | -25.5% | -25.2% |
| 6M | -24.5% | +14.8% | -39.3% | -33.5% |
| YTD | -27.8% | +25.4% | -53.2% | -41.4% |
| 1Y | -13.5% | +32.9% | -46.4% | -33.6% |
| All | -22.4% | +19.3% | -41.8% | -37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling