-38.6%
ALK vs CNI
+136.1%
-174.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | -0.1% | -0.2% |
| 7D | -3.1% | -1.1% | -2.0% | -2.3% |
| 30D | -17.1% | -3.5% | -13.6% | -14.9% |
| 3M | -3.8% | +2.2% | -6.0% | -6.1% |
| 6M | -5.3% | +15.1% | -20.4% | -15.6% |
| YTD | -20.3% | +24.7% | -44.9% | -33.6% |
| 1Y | -36.0% | +33.4% | -69.3% | -49.6% |
| 3Y | +0.8% | +19.5% | -18.7% | -14.2% |
| 5Y | -28.5% | +12.6% | -41.0% | -37.9% |
| All | -38.6% | +136.1% | -174.7% | -69.5% |
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 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