+231.2%
CNI vs ALM
+3,289.7%
-3,058.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.5% | +6.7% | +0.2% |
| 7D | +1.0% | -4.0% | +5.0% | +1.0% |
| 30D | +7.5% | -30.5% | +38.0% | +7.6% |
| 3M | +1.7% | -46.9% | +48.6% | +1.9% |
| 6M | +15.4% | -65.5% | +80.9% | +15.7% |
| YTD | +31.5% | -13.4% | +44.9% | +31.4% |
| 1Y | +32.8% | +9.8% | +23.0% | +32.7% |
| 3Y | +21.7% | +783.1% | -761.4% | +20.8% |
| 5Y | +8.7% | +378.3% | -369.6% | +8.0% |
| 10Y | +143.3% | +1,942.8% | -1,799.5% | +140.9% |
| All | +231.2% | +3,289.7% | -3,058.6% | +224.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling