-2.6%
ALLY vs CNI
+10.3%
-12.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.3% | -0.6% |
| 7D | -1.9% | +0.9% | -2.8% | -2.5% |
| 30D | -4.5% | -2.1% | -2.4% | -3.2% |
| 3M | -2.8% | +1.8% | -4.7% | -4.5% |
| 6M | +10.3% | +14.8% | -4.5% | -0.9% |
| YTD | -5.7% | +25.4% | -31.1% | -21.1% |
| 1Y | +3.9% | +32.9% | -29.0% | -16.9% |
| 3Y | +64.7% | +20.2% | +44.5% | +39.7% |
| 5Y | -2.6% | +12.2% | -14.7% | -13.6% |
| All | -2.6% | +10.3% | -12.9% | -13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling