+97.4%
ALLY vs CNI
+209.3%
-111.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.1% |
| 7D | -2.8% | -1.1% | -1.7% | -2.0% |
| 30D | +1.9% | +7.6% | -5.7% | -3.4% |
| 3M | -12.1% | +1.6% | -13.7% | -13.3% |
| 6M | -9.0% | +16.6% | -25.6% | -19.2% |
| YTD | -12.9% | +31.3% | -44.2% | -30.0% |
| 1Y | -0.1% | +35.2% | -35.3% | -21.6% |
| 3Y | +64.6% | +21.5% | +43.1% | +38.6% |
| 5Y | -10.1% | +8.5% | -18.5% | -18.1% |
| 10Y | +176.7% | +142.9% | +33.8% | +48.3% |
| All | +97.4% | +209.3% | -111.9% | -5.5% |
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