+28.5%
CNI vs ABCL
-79.6%
+108.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | +0.4% | +2.3% | -1.9% | +0.2% |
| 30D | +7.6% | -0.7% | +8.3% | +7.5% |
| 3M | +1.9% | +33.4% | -31.5% | -0.3% |
| 6M | +14.8% | +137.8% | -123.0% | +7.5% |
| YTD | +30.5% | +264.3% | -233.9% | +18.2% |
| 1Y | +36.5% | +209.2% | -172.7% | +24.8% |
| 3Y | +20.7% | +208.4% | -187.7% | +6.8% |
| 5Y | +7.0% | -11.9% | +18.9% | -1.6% |
| All | +28.5% | -79.6% | +108.0% | +20.7% |
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