+32.4%
CNI vs ACM
-48.8%
+81.2%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.8% |
| 7D | -0.4% | -4.6% | +4.2% | 0.0% |
| 30D | -2.7% | +4.1% | -6.8% | -3.0% |
| 3M | +3.9% | -8.3% | +12.2% | +4.4% |
| 6M | +16.4% | -30.1% | +46.4% | +20.0% |
| YTD | +25.8% | -32.6% | +58.4% | +30.0% |
| 1Y | +32.4% | -49.6% | +82.0% | +41.3% |
| All | +32.4% | -48.8% | +81.2% | +41.3% |
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