+12.2%
CNI vs ALC
-17.4%
+29.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.2% | -0.4% |
| 7D | +0.9% | -5.3% | +6.1% | +2.6% |
| 30D | -2.1% | -7.1% | +5.0% | +0.1% |
| 3M | +1.8% | +0.8% | +1.0% | +1.3% |
| 6M | +14.8% | -16.0% | +30.8% | +20.7% |
| YTD | +25.4% | -12.7% | +38.1% | +29.9% |
| 1Y | +32.9% | -12.8% | +45.8% | +37.5% |
| 3Y | +20.2% | -15.8% | +36.0% | +22.8% |
| 5Y | +12.2% | -16.7% | +28.8% | +8.8% |
| All | +12.2% | -17.4% | +29.6% | +8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling