+22.8%
CNI vs ABCL
-82.9%
+105.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.3% | +4.8% | -0.3% |
| 7D | -1.1% | -9.6% | +8.5% | -0.5% |
| 30D | -3.5% | +7.2% | -10.7% | -4.1% |
| 3M | +2.2% | +105.5% | -103.3% | -2.9% |
| 6M | +15.1% | +193.0% | -177.9% | +6.4% |
| YTD | +24.7% | +205.8% | -181.2% | +14.4% |
| 1Y | +33.4% | +144.4% | -111.0% | +23.5% |
| 3Y | +19.5% | +93.3% | -73.8% | +8.7% |
| 5Y | +12.6% | -44.9% | +57.5% | +5.1% |
| All | +22.8% | -82.9% | +105.6% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling