+15.4%
CNI vs ALM
-63.0%
+78.4%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.5% | +6.7% | +0.2% |
| 7D | +1.0% | -4.0% | +5.0% | +1.1% |
| 30D | +7.5% | -30.5% | +38.0% | +7.4% |
| 3M | +1.7% | -46.9% | +48.6% | +1.8% |
| 6M | +15.4% | -65.5% | +80.9% | +17.2% |
| All | +15.4% | -63.0% | +78.4% | +17.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling