+12.2%
CNI vs ACM
+2.7%
+9.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.3% | +0.2% |
| 7D | +0.9% | -3.7% | +4.5% | +2.0% |
| 30D | -2.1% | -12.7% | +10.5% | +1.7% |
| 3M | +1.8% | -9.8% | +11.6% | +4.4% |
| 6M | +14.8% | -31.4% | +46.2% | +29.1% |
| YTD | +25.4% | -32.1% | +57.5% | +40.3% |
| 1Y | +32.9% | -47.8% | +80.7% | +64.5% |
| 3Y | +20.2% | -22.1% | +42.3% | +22.1% |
| 5Y | +12.2% | +1.8% | +10.4% | +0.4% |
| All | +12.2% | +2.7% | +9.4% | +0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling