+5,076.4%
ACGL vs CNI
+6,544.5%
-1,468.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.5% | -2.4% |
| 7D | -2.9% | +2.5% | -5.4% | -3.7% |
| 30D | -2.8% | -2.5% | -0.3% | -2.1% |
| 3M | +6.8% | +2.7% | +4.1% | +5.8% |
| 6M | -1.5% | +16.9% | -18.5% | -6.4% |
| YTD | -0.2% | +26.3% | -26.5% | -7.6% |
| 1Y | +5.3% | +31.1% | -25.8% | -3.8% |
| 3Y | +30.3% | +21.1% | +9.2% | +20.7% |
| 5Y | +151.8% | +11.0% | +140.8% | +137.6% |
| 10Y | +266.9% | +128.1% | +138.7% | +184.6% |
| All | +5,076.4% | +6,544.5% | -1,468.1% | +2,467.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling