+12.2%
CNI vs ALM
+958.0%
-945.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | -0.6% |
| 7D | +0.9% | +3.6% | -2.8% | +0.7% |
| 30D | -2.1% | +33.8% | -35.9% | -3.0% |
| 3M | +1.8% | +14.8% | -13.0% | +1.2% |
| 6M | +14.8% | -7.0% | +21.8% | +14.4% |
| YTD | +25.4% | +108.1% | -82.7% | +21.9% |
| 1Y | +32.9% | +313.8% | -280.8% | +26.3% |
| 3Y | +20.2% | +2,227.6% | -2,207.4% | +5.1% |
| 5Y | +12.2% | +956.6% | -944.5% | +0.4% |
| All | +12.2% | +958.0% | -945.9% | +0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling