-30.7%
ALK vs CNI
+10.3%
-41.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.4% |
| 7D | -3.0% | +0.9% | -3.8% | -3.6% |
| 30D | -14.6% | -2.1% | -12.5% | -13.4% |
| 3M | -10.6% | +1.8% | -12.4% | -12.2% |
| 6M | -6.7% | +14.8% | -21.5% | -16.0% |
| YTD | -19.8% | +25.4% | -45.1% | -32.4% |
| 1Y | -35.2% | +32.9% | -68.1% | -47.7% |
| 3Y | +1.4% | +20.2% | -18.8% | -12.9% |
| 5Y | -30.7% | +12.2% | -42.8% | -37.6% |
| All | -30.7% | +10.3% | -41.0% | -37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling