+2.4%
ALLY vs CNI
+37.5%
-35.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.1% | +1.7% | +3.1% |
| 7D | +2.4% | +3.7% | -1.4% | +1.2% |
| 30D | +5.6% | +8.1% | -2.5% | +3.0% |
| 3M | -11.7% | +1.9% | -13.6% | -12.3% |
| 6M | -7.0% | +19.2% | -26.2% | -12.3% |
| YTD | -10.4% | +32.7% | -43.2% | -19.4% |
| 1Y | +2.4% | +37.0% | -34.6% | -9.8% |
| All | +2.4% | +37.5% | -35.2% | -9.8% |
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