+155.8%
ACGL vs CNI
+10.3%
+145.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.2% | +0.7% |
| 7D | -2.1% | +0.9% | -3.0% | -2.4% |
| 30D | -2.2% | -2.1% | -0.1% | -1.6% |
| 3M | +6.3% | +1.8% | +4.5% | +5.6% |
| 6M | +0.5% | +14.8% | -14.3% | -4.1% |
| YTD | +0.2% | +25.4% | -25.2% | -7.4% |
| 1Y | +7.3% | +32.9% | -25.7% | -3.0% |
| 3Y | +30.8% | +20.2% | +10.7% | +19.7% |
| 5Y | +155.8% | +12.2% | +143.6% | +136.3% |
| All | +155.8% | +10.3% | +145.5% | +136.3% |
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