+123.4%
ALLY vs CNI
+197.5%
-74.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.2% |
| 7D | +3.7% | -2.1% | +5.8% | +5.2% |
| 30D | -2.3% | -3.3% | +1.0% | 0.0% |
| 3M | +3.8% | +3.8% | 0.0% | +0.6% |
| 6M | +9.7% | +12.7% | -3.0% | -0.5% |
| YTD | -1.4% | +26.3% | -27.7% | -18.4% |
| 1Y | +8.2% | +29.9% | -21.7% | -12.5% |
| 3Y | +66.5% | +15.9% | +50.5% | +45.1% |
| 5Y | +1.2% | +6.9% | -5.7% | -7.3% |
| 10Y | +191.4% | +126.8% | +64.6% | +63.1% |
| All | +123.4% | +197.5% | -74.1% | +10.2% |
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