+228.4%
ACWI vs CNI
+138.2%
+90.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.5% |
| 7D | -1.0% | -0.4% | -0.6% | -0.8% |
| 30D | -0.9% | -2.7% | +1.8% | +0.4% |
| 3M | +3.5% | +3.9% | -0.4% | +1.2% |
| 6M | +12.8% | +16.4% | -3.5% | +3.9% |
| YTD | +14.0% | +25.8% | -11.8% | +0.5% |
| 1Y | +19.2% | +32.4% | -13.2% | +2.1% |
| 3Y | +75.1% | +19.1% | +56.0% | +55.5% |
| 5Y | +68.6% | +13.6% | +55.0% | +51.2% |
| All | +228.4% | +138.2% | +90.2% | +95.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling