+257.6%
ALAB vs CNI
+3.9%
+253.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.5% |
| 7D | +16.3% | +2.5% | +13.8% | +15.5% |
| 30D | -26.1% | +6.1% | -32.2% | -27.5% |
| 3M | -31.3% | +0.1% | -31.4% | -31.2% |
| 6M | -1.0% | +14.9% | -15.9% | -7.6% |
| YTD | +33.3% | +30.9% | +2.5% | +14.8% |
| 1Y | +53.5% | +33.9% | +19.6% | +30.2% |
| All | +257.6% | +3.9% | +253.7% | +172.8% |
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 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