+2,264.5%
ALB vs CNI
+6,544.5%
-4,279.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -4.4% | +2.5% | -6.9% | -6.0% |
| 30D | -1.2% | -2.5% | +1.3% | +0.3% |
| 3M | -13.3% | +2.7% | -16.0% | -15.5% |
| 6M | -19.8% | +16.9% | -36.7% | -28.7% |
| YTD | -7.9% | +26.3% | -34.3% | -22.7% |
| 1Y | +60.2% | +31.1% | +29.0% | +31.4% |
| 3Y | -26.4% | +21.1% | -47.5% | -35.4% |
| 5Y | -42.5% | +11.0% | -53.6% | -46.7% |
| 10Y | +83.0% | +128.1% | -45.1% | +10.1% |
| All | +2,264.5% | +6,544.5% | -4,279.9% | +239.5% |
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