+176.8%
ACGL vs CNI
+8.0%
+168.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | -1.4% | -1.1% | -0.3% | -1.0% |
| 30D | +12.4% | +7.6% | +4.7% | +9.8% |
| 3M | +11.1% | +1.6% | +9.5% | +10.4% |
| 6M | +16.3% | +16.6% | -0.2% | +10.5% |
| YTD | +13.8% | +31.3% | -17.5% | +3.6% |
| 1Y | +20.4% | +35.2% | -14.8% | +8.5% |
| 3Y | +33.6% | +21.5% | +12.1% | +22.3% |
| 5Y | +176.8% | +8.5% | +168.4% | +161.2% |
| All | +176.8% | +8.0% | +168.9% | +161.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling