-43.5%
ACN vs CNI
+11.3%
-54.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.5% |
| 7D | -7.9% | -1.1% | -6.8% | -7.4% |
| 30D | -1.1% | -3.5% | +2.5% | +0.6% |
| 3M | +5.6% | +2.2% | +3.4% | +4.5% |
| 6M | -9.9% | +15.1% | -25.0% | -16.5% |
| YTD | -32.3% | +24.7% | -57.0% | -40.1% |
| 1Y | -25.3% | +33.4% | -58.7% | -36.4% |
| 3Y | -42.3% | +19.5% | -61.8% | -49.4% |
| 5Y | -43.5% | +12.6% | -56.0% | -48.6% |
| All | -43.5% | +11.3% | -54.8% | -48.6% |
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