+324.6%
ACGL vs CNI
+138.5%
+186.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.3% |
| 7D | -1.4% | -1.1% | -0.3% | -0.8% |
| 30D | +12.4% | +7.6% | +4.7% | +8.2% |
| 3M | +11.1% | +1.6% | +9.5% | +10.0% |
| 6M | +16.3% | +16.6% | -0.2% | +7.0% |
| YTD | +13.8% | +31.3% | -17.5% | -2.5% |
| 1Y | +20.4% | +35.2% | -14.8% | +1.4% |
| 3Y | +33.6% | +21.5% | +12.1% | +16.0% |
| 5Y | +176.8% | +8.5% | +168.4% | +151.1% |
| 10Y | +324.6% | +142.9% | +181.7% | +153.5% |
| All | +324.6% | +138.5% | +186.1% | +153.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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