-47.4%
ALK vs CNI
+140.9%
-188.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.1% |
| 7D | -1.2% | +2.5% | -3.7% | -3.0% |
| 30D | +7.7% | +6.1% | +1.6% | +3.1% |
| 3M | -19.0% | +0.1% | -19.1% | -19.1% |
| 6M | -0.2% | +14.9% | -15.1% | -11.0% |
| YTD | -23.5% | +30.9% | -54.4% | -38.6% |
| 1Y | -9.1% | +33.9% | -43.0% | -28.5% |
| 3Y | +12.0% | +20.2% | -8.2% | -4.8% |
| 5Y | -30.9% | +8.2% | -39.0% | -37.3% |
| All | -47.4% | +140.9% | -188.3% | -74.4% |
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