+631.4%
ALK vs CNI
+6,816.2%
-6,184.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.2% | -5.0% | -4.9% |
| 7D | +0.9% | +1.0% | -0.1% | +0.3% |
| 30D | +3.3% | +7.5% | -4.2% | -1.3% |
| 3M | -17.6% | +1.7% | -19.3% | -18.5% |
| 6M | +0.8% | +15.4% | -14.6% | -8.5% |
| YTD | -22.4% | +31.5% | -53.9% | -35.4% |
| 1Y | -10.1% | +32.8% | -42.9% | -25.7% |
| 3Y | +14.0% | +21.7% | -7.7% | -0.4% |
| 5Y | -29.8% | +8.7% | -38.5% | -34.7% |
| 10Y | -44.8% | +143.3% | -188.1% | -69.2% |
| All | +631.4% | +6,816.2% | -6,184.8% | -28.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling