+269.6%
VFC vs CNI
+6,541.6%
-6,272.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | -1.6% | -2.1% | +0.5% | -0.6% |
| 30D | -11.6% | -3.3% | -8.4% | -10.2% |
| 3M | -18.1% | +3.8% | -21.9% | -19.8% |
| 6M | -27.4% | +12.7% | -40.0% | -31.8% |
| YTD | -24.8% | +26.3% | -51.1% | -33.3% |
| 1Y | -8.2% | +29.9% | -38.1% | -19.8% |
| 3Y | -29.1% | +15.9% | -45.1% | -34.1% |
| 5Y | -79.2% | +6.9% | -86.1% | -79.9% |
| 10Y | -68.1% | +126.8% | -194.9% | -77.9% |
| All | +269.6% | +6,541.6% | -6,272.0% | -20.6% |
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