+33.9%
CNI vs ALC
-6.0%
+39.9%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.7% | -1.2% |
| 7D | +2.5% | -1.1% | +3.6% | +2.8% |
| 30D | +6.1% | +16.0% | -9.9% | +2.9% |
| 3M | +0.1% | +0.8% | -0.7% | -0.3% |
| 6M | +14.9% | +16.8% | -1.9% | +10.8% |
| YTD | +30.9% | -5.5% | +36.4% | +32.3% |
| 1Y | +33.9% | -5.3% | +39.2% | +35.0% |
| All | +33.9% | -6.0% | +39.9% | +35.0% |
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