-21.4%
ABT vs CNI
+33.8%
-55.2%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.6% |
| 7D | -5.9% | -0.4% | -5.5% | -5.8% |
| 30D | -8.1% | -2.7% | -5.4% | -7.5% |
| 3M | +14.5% | +3.9% | +10.6% | +13.7% |
| 6M | -6.3% | +16.4% | -22.6% | -8.0% |
| YTD | -17.1% | +25.8% | -42.9% | -18.5% |
| 1Y | -21.4% | +32.4% | -53.8% | -22.8% |
| All | -21.4% | +33.8% | -55.2% | -22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling