-37.0%
ALK vs CNI
+138.2%
-175.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +1.9% |
| 7D | -2.1% | -0.4% | -1.7% | -1.8% |
| 30D | -13.1% | -2.7% | -10.4% | -11.3% |
| 3M | -11.8% | +3.9% | -15.7% | -14.9% |
| 6M | -0.4% | +16.4% | -16.7% | -12.0% |
| YTD | -18.2% | +25.8% | -44.0% | -32.3% |
| 1Y | -35.5% | +32.4% | -67.9% | -48.9% |
| 3Y | +1.8% | +19.1% | -17.3% | -13.1% |
| 5Y | -26.6% | +13.6% | -40.2% | -36.7% |
| All | -37.0% | +138.2% | -175.2% | -69.0% |
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