+182.3%
ALLY vs CNI
+136.1%
+46.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.2% |
| 7D | -3.3% | -1.1% | -2.2% | -2.4% |
| 30D | -4.1% | -3.5% | -0.5% | -1.4% |
| 3M | +1.4% | +2.2% | -0.8% | -0.9% |
| 6M | +14.4% | +15.1% | -0.7% | +0.9% |
| YTD | -4.9% | +24.7% | -29.6% | -22.0% |
| 1Y | +5.5% | +33.4% | -27.8% | -18.2% |
| 3Y | +66.0% | +19.5% | +46.5% | +38.6% |
| 5Y | -2.4% | +12.6% | -14.9% | -15.7% |
| All | +182.3% | +136.1% | +46.2% | +35.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling