+140.3%
CNI vs ALM
+2,100.8%
-1,960.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.7% | -8.2% | -0.7% |
| 7D | +2.5% | +1.2% | +1.3% | +2.5% |
| 30D | +6.1% | -19.3% | +25.4% | +6.6% |
| 3M | +0.1% | -40.6% | +40.8% | +1.3% |
| 6M | +14.9% | -57.9% | +72.8% | +17.0% |
| YTD | +30.9% | -6.7% | +37.6% | +30.0% |
| 1Y | +33.9% | +20.2% | +13.7% | +32.0% |
| 3Y | +20.2% | +879.4% | -859.2% | +10.0% |
| 5Y | +8.2% | +415.3% | -407.1% | -0.4% |
| All | +140.3% | +2,100.8% | -1,960.5% | +117.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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