+61.5%
ALB vs CNI
+29.8%
+31.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.6% | -4.5% |
| 7D | -8.1% | -2.1% | -6.0% | -7.8% |
| 30D | +6.3% | -3.3% | +9.5% | +6.8% |
| 3M | -23.6% | +3.8% | -27.4% | -24.1% |
| 6M | -24.6% | +12.7% | -37.3% | -27.5% |
| YTD | -10.3% | +26.3% | -36.5% | -18.7% |
| 1Y | +61.5% | +29.9% | +31.6% | +42.2% |
| All | +61.5% | +29.8% | +31.7% | +42.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling