+270.3%
ALLE vs CNI
+174.8%
+95.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | -0.2% | -2.1% | +1.9% | +0.9% |
| 30D | -6.8% | -3.3% | -3.5% | -5.1% |
| 3M | +21.0% | +3.8% | +17.2% | +18.6% |
| 6M | +1.1% | +12.7% | -11.6% | -5.6% |
| YTD | -0.5% | +26.3% | -26.8% | -13.0% |
| 1Y | -7.3% | +29.9% | -37.1% | -20.3% |
| 3Y | +42.3% | +15.9% | +26.3% | +28.0% |
| 5Y | +13.5% | +6.9% | +6.5% | +5.5% |
| 10Y | +144.0% | +126.8% | +17.3% | +48.8% |
| All | +270.3% | +174.8% | +95.5% | +96.3% |
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