+3,452.6%
ALNY vs CNI
+1,750.5%
+1,702.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | 0.0% |
| 7D | -6.5% | -0.4% | -6.2% | -6.3% |
| 30D | +11.0% | -2.7% | +13.7% | +12.7% |
| 3M | -14.1% | +3.9% | -18.0% | -15.8% |
| 6M | -22.4% | +16.4% | -38.7% | -29.0% |
| YTD | -37.5% | +25.8% | -63.3% | -45.6% |
| 1Y | -46.9% | +32.4% | -79.3% | -55.4% |
| 3Y | +22.1% | +19.1% | +3.0% | +6.6% |
| 5Y | +31.2% | +13.6% | +17.6% | +15.1% |
| 10Y | +256.3% | +136.8% | +119.5% | +83.8% |
| All | +3,452.6% | +1,750.5% | +1,702.0% | +579.2% |
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