+19.3%
ACI vs CNI
+58.0%
-38.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.6% | -2.3% |
| 7D | -5.0% | +0.9% | -5.9% | -5.2% |
| 30D | -2.3% | -2.1% | -0.2% | -1.9% |
| 3M | -23.2% | +1.8% | -25.0% | -23.6% |
| 6M | -29.5% | +14.8% | -44.3% | -31.5% |
| YTD | -28.6% | +25.4% | -54.0% | -31.9% |
| 1Y | -34.0% | +32.9% | -67.0% | -37.9% |
| 3Y | -45.0% | +20.2% | -65.1% | -47.5% |
| 5Y | -44.0% | +12.2% | -56.2% | -46.4% |
| All | +19.3% | +58.0% | -38.7% | -12.0% |
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