+24.3%
CNI vs ABCL
-81.3%
+105.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.2% |
| 7D | -2.1% | +0.7% | -2.8% | -2.1% |
| 30D | -3.3% | +93.1% | -96.3% | -7.4% |
| 3M | +3.8% | +79.4% | -75.6% | -0.6% |
| 6M | +12.7% | +214.9% | -202.2% | +3.7% |
| YTD | +26.3% | +234.2% | -207.9% | +15.3% |
| 1Y | +29.9% | +174.8% | -144.9% | +19.5% |
| 3Y | +15.9% | +104.5% | -88.5% | +5.1% |
| 5Y | +6.9% | -39.0% | +46.0% | -0.7% |
| All | +24.3% | -81.3% | +105.6% | +17.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling