+365.7%
ALAB vs CNI
-0.2%
+365.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.5% | -6.4% | -6.8% |
| 7D | +3.2% | +1.9% | +1.3% | +2.5% |
| 30D | -13.6% | -3.0% | -10.5% | -12.5% |
| 3M | -16.6% | +2.2% | -18.8% | -18.1% |
| 6M | +142.3% | +16.3% | +126.0% | +121.3% |
| YTD | +73.6% | +25.7% | +48.0% | +51.5% |
| 1Y | +33.7% | +30.4% | +3.3% | +13.6% |
| All | +365.7% | -0.2% | +365.9% | +260.1% |
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