-79.0%
VFC vs CNI
+11.3%
-90.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.2% |
| 7D | -3.3% | -1.1% | -2.2% | -2.5% |
| 30D | -14.0% | -3.5% | -10.5% | -11.7% |
| 3M | -22.6% | +2.2% | -24.8% | -24.2% |
| 6M | -24.7% | +15.1% | -39.8% | -33.1% |
| YTD | -29.0% | +24.7% | -53.6% | -40.8% |
| 1Y | -13.8% | +33.4% | -47.2% | -32.0% |
| 3Y | -28.2% | +19.5% | -47.7% | -39.2% |
| 5Y | -79.0% | +12.6% | -91.5% | -81.2% |
| All | -79.0% | +11.3% | -90.3% | -81.2% |
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