-2.8%
ALLY vs CNI
+35.4%
-38.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -2.1% | +1.0% | -3.2% | -2.5% |
| 30D | +2.0% | +7.5% | -5.5% | -0.1% |
| 3M | -13.3% | +1.7% | -15.0% | -13.8% |
| 6M | -9.9% | +15.4% | -25.3% | -13.8% |
| YTD | -13.5% | +31.5% | -45.0% | -21.1% |
| 1Y | -2.8% | +32.8% | -35.6% | -11.9% |
| All | -2.8% | +35.4% | -38.2% | -11.9% |
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