+29.9%
CNI vs ALC
-10.2%
+40.0%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.6% |
| 7D | -2.1% | -2.1% | 0.0% | -1.7% |
| 30D | -3.3% | -0.1% | -3.2% | -3.3% |
| 3M | +3.8% | +5.9% | -2.1% | +2.4% |
| 6M | +12.7% | -15.9% | +28.6% | +17.2% |
| YTD | +26.3% | -10.1% | +36.4% | +28.9% |
| 1Y | +29.9% | -10.2% | +40.1% | +31.8% |
| All | +29.9% | -10.2% | +40.0% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling