+134.3%
CNI vs ACM
+134.0%
+0.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.6% |
| 7D | -0.4% | -4.6% | +4.2% | +1.2% |
| 30D | -2.7% | +4.1% | -6.8% | -4.2% |
| 3M | +3.9% | -8.3% | +12.2% | +6.1% |
| 6M | +16.4% | -30.1% | +46.4% | +29.9% |
| YTD | +25.8% | -32.6% | +58.4% | +41.3% |
| 1Y | +32.4% | -49.6% | +82.0% | +64.7% |
| 3Y | +19.1% | -23.0% | +42.1% | +24.6% |
| 5Y | +13.6% | +2.0% | +11.6% | +5.9% |
| All | +134.3% | +134.0% | +0.3% | +69.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling