+358.7%
ALAB vs CNI
-1.0%
+359.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.6% | -4.8% | -5.1% |
| 7D | +0.6% | -1.1% | +1.7% | +1.0% |
| 30D | -8.8% | -3.5% | -5.3% | -7.6% |
| 3M | -14.0% | +2.2% | -16.2% | -15.6% |
| 6M | +144.3% | +15.1% | +129.2% | +124.0% |
| YTD | +71.0% | +24.7% | +46.3% | +49.7% |
| 1Y | +23.5% | +33.4% | -9.9% | +3.3% |
| All | +358.7% | -1.0% | +359.7% | +255.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling