-41.3%
ALNY vs CNI
+29.8%
-71.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | +12.2% | -2.1% | +14.3% | +12.7% |
| 30D | +16.3% | -3.3% | +19.6% | +17.1% |
| 3M | -12.4% | +3.8% | -16.2% | -12.1% |
| 6M | -18.7% | +12.7% | -31.4% | -19.7% |
| YTD | -33.1% | +26.3% | -59.4% | -33.2% |
| 1Y | -41.3% | +29.9% | -71.2% | -42.0% |
| All | -41.3% | +29.8% | -71.1% | -42.0% |
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