-39.7%
ACI vs CNI
+12.6%
-52.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.3% | +3.1% |
| 7D | -3.7% | -0.4% | -3.4% | -3.7% |
| 30D | +0.6% | -2.7% | +3.3% | +1.2% |
| 3M | -20.3% | +3.9% | -24.2% | -21.1% |
| 6M | -24.7% | +16.4% | -41.0% | -27.4% |
| YTD | -27.2% | +25.8% | -53.0% | -31.3% |
| 1Y | -32.7% | +32.4% | -65.1% | -37.4% |
| 3Y | -43.9% | +19.1% | -63.0% | -47.0% |
| All | -39.7% | +12.6% | -52.3% | -44.7% |
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