+21.2%
ALK vs CNI
+22.0%
-0.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.1% |
| 7D | +12.9% | +0.4% | +12.6% | +12.8% |
| 30D | +5.5% | +7.6% | -2.1% | 0.0% |
| 3M | -12.1% | +1.9% | -14.0% | -13.3% |
| 6M | +1.7% | +14.8% | -13.1% | -9.4% |
| YTD | -17.4% | +30.5% | -47.9% | -34.0% |
| 1Y | -1.9% | +36.5% | -38.4% | -24.5% |
| 3Y | +21.2% | +20.7% | +0.5% | -2.2% |
| All | +21.2% | +22.0% | -0.7% | -2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling