+344.2%
ACWI vs CNI
+623.6%
-279.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.5% | +0.8% |
| 7D | -0.7% | -1.1% | +0.4% | 0.0% |
| 30D | -2.0% | +7.6% | -9.6% | -6.1% |
| 3M | -2.2% | +1.6% | -3.7% | -3.3% |
| 6M | +1.9% | +16.6% | -14.7% | -7.4% |
| YTD | +12.0% | +31.3% | -19.3% | -5.8% |
| 1Y | +12.5% | +35.2% | -22.7% | -7.1% |
| 3Y | +75.4% | +21.5% | +53.9% | +51.0% |
| 5Y | +61.5% | +8.5% | +53.0% | +46.5% |
| 10Y | +227.1% | +142.9% | +84.2% | +70.5% |
| All | +344.2% | +623.6% | -279.3% | -1.6% |
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 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