+352.0%
ALLE vs CNI
+185.7%
+166.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.5% |
| 7D | -0.8% | -1.1% | +0.3% | -0.2% |
| 30D | +27.4% | +7.6% | +19.7% | +22.5% |
| 3M | +13.8% | +1.6% | +12.3% | +13.0% |
| 6M | +45.5% | +16.6% | +28.9% | +33.9% |
| YTD | +21.4% | +31.3% | -9.9% | +4.0% |
| 1Y | +15.4% | +35.2% | -19.9% | -2.8% |
| 3Y | +91.7% | +21.5% | +70.2% | +68.5% |
| 5Y | +54.5% | +8.5% | +46.1% | +43.1% |
| 10Y | +210.5% | +142.9% | +67.6% | +83.3% |
| All | +352.0% | +185.7% | +166.3% | +134.8% |
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 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