-44.6%
ALB vs CNI
+11.9%
-56.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.2% |
| 7D | -8.6% | +0.9% | -9.5% | -9.3% |
| 30D | -4.0% | -2.1% | -1.9% | -2.5% |
| 3M | -17.4% | +1.8% | -19.2% | -19.4% |
| 6M | -25.4% | +14.8% | -40.2% | -35.1% |
| YTD | -10.5% | +25.4% | -35.9% | -29.0% |
| 1Y | +75.8% | +32.9% | +42.9% | +31.8% |
| 3Y | -28.5% | +20.2% | -48.7% | -40.2% |
| All | -44.6% | +11.9% | -56.5% | -53.1% |
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 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