-10.0%
ALLE vs CNI
+30.1%
-40.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.0% | -2.4% |
| 7D | -2.2% | +0.9% | -3.0% | -2.5% |
| 30D | -8.3% | -2.1% | -6.2% | -7.5% |
| 3M | +16.3% | +1.8% | +14.4% | +15.6% |
| 6M | +1.8% | +14.8% | -13.0% | -3.7% |
| YTD | -3.9% | +25.4% | -29.3% | -12.3% |
| 1Y | -10.0% | +32.9% | -43.0% | -19.8% |
| All | -10.0% | +30.1% | -40.1% | -19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling