+1,630.8%
ABT vs CNI
+6,494.7%
-4,863.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | -0.1% |
| 7D | -4.7% | +0.9% | -5.6% | -5.0% |
| 30D | -3.1% | -2.1% | -1.0% | -2.5% |
| 3M | +16.1% | +1.8% | +14.3% | +15.6% |
| 6M | -5.3% | +14.8% | -20.1% | -9.1% |
| YTD | -14.4% | +25.4% | -39.8% | -20.1% |
| 1Y | -18.4% | +32.9% | -51.3% | -25.2% |
| 3Y | +11.2% | +20.2% | -9.0% | +3.8% |
| 5Y | -9.4% | +12.2% | -21.5% | -14.1% |
| 10Y | +209.7% | +136.0% | +73.7% | +138.5% |
| All | +1,630.8% | +6,494.7% | -4,863.8% | +468.3% |
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