+74.0%
ALB vs CNI
+138.2%
-64.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.3% | -4.2% |
| 7D | -6.6% | -0.4% | -6.3% | -6.3% |
| 30D | -8.1% | -2.7% | -5.4% | -6.2% |
| 3M | -25.7% | +3.9% | -29.6% | -28.7% |
| 6M | -29.5% | +16.4% | -45.8% | -39.2% |
| YTD | -16.2% | +25.8% | -42.0% | -33.1% |
| 1Y | +59.2% | +32.4% | +26.8% | +21.4% |
| 3Y | -33.7% | +19.1% | -52.8% | -43.8% |
| 5Y | -48.1% | +13.6% | -61.7% | -54.8% |
| All | +74.0% | +138.2% | -64.2% | -12.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling