-1.0%
ALK vs CNI
+37.5%
-38.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.1% | +6.6% | +7.1% |
| 7D | +12.4% | +3.7% | +8.7% | +9.6% |
| 30D | +2.1% | +8.1% | -6.0% | -3.3% |
| 3M | -23.9% | +1.9% | -25.7% | -24.8% |
| 6M | +8.2% | +19.2% | -11.0% | -6.7% |
| YTD | -20.5% | +32.7% | -53.2% | -37.1% |
| 1Y | -1.0% | +37.0% | -38.0% | -24.7% |
| All | -1.0% | +37.5% | -38.6% | -24.7% |
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