+33.9%
ALNY vs CNI
+12.6%
+21.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.1% |
| 7D | -6.5% | -0.4% | -6.2% | -6.4% |
| 30D | +11.0% | -2.7% | +13.7% | +12.1% |
| 3M | -14.1% | +3.9% | -18.0% | -15.1% |
| 6M | -22.4% | +16.4% | -38.7% | -26.7% |
| YTD | -37.5% | +25.8% | -63.3% | -42.8% |
| 1Y | -46.9% | +32.4% | -79.3% | -52.6% |
| 3Y | +22.1% | +19.1% | +3.0% | +11.7% |
| All | +33.9% | +12.6% | +21.2% | +18.0% |
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 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