+384.5%
ALAB vs CNI
-0.4%
+384.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.8% | +4.3% |
| 7D | +9.6% | +0.9% | +8.8% | +9.3% |
| 30D | -5.3% | -2.1% | -3.2% | -4.5% |
| 3M | -12.0% | +1.8% | -13.9% | -13.5% |
| 6M | +145.7% | +14.8% | +130.9% | +125.7% |
| YTD | +80.7% | +25.4% | +55.3% | +57.7% |
| 1Y | +40.1% | +32.9% | +7.2% | +17.5% |
| All | +384.5% | -0.4% | +384.9% | +274.8% |
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