+29.9%
CNI vs ACM
-45.8%
+75.7%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.2% |
| 7D | -2.1% | -3.7% | +1.6% | -1.8% |
| 30D | -3.3% | -11.1% | +7.8% | -2.4% |
| 3M | +3.8% | -8.0% | +11.8% | +4.3% |
| 6M | +12.7% | -29.7% | +42.3% | +16.5% |
| YTD | +26.3% | -29.4% | +55.6% | +30.1% |
| 1Y | +29.9% | -46.4% | +76.3% | +38.2% |
| All | +29.9% | -45.8% | +75.7% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling