+132.3%
CNI vs ALM
+2,776.7%
-2,644.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.6% | +9.0% | -0.3% |
| 7D | -1.1% | -7.1% | +6.0% | -0.9% |
| 30D | -3.5% | +24.7% | -28.2% | -4.1% |
| 3M | +2.2% | +8.3% | -6.1% | +1.7% |
| 6M | +15.1% | -22.2% | +37.3% | +15.2% |
| YTD | +24.7% | +88.1% | -63.4% | +21.9% |
| 1Y | +33.4% | +272.4% | -239.0% | +27.8% |
| 3Y | +19.5% | +2,004.1% | -1,984.6% | +7.6% |
| 5Y | +12.6% | +915.8% | -903.2% | +2.4% |
| All | +132.3% | +2,776.7% | -2,644.5% | +109.4% |
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