+8.8%
CNI vs ACM
+1.1%
+7.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -0.6% |
| 7D | +2.5% | +5.6% | -3.1% | +0.7% |
| 30D | +6.1% | +20.8% | -14.7% | 0.0% |
| 3M | +0.1% | +11.4% | -11.3% | -3.5% |
| 6M | +14.9% | +0.9% | +14.0% | +13.4% |
| YTD | +30.9% | -24.8% | +55.7% | +41.8% |
| 1Y | +33.9% | -46.4% | +80.3% | +66.7% |
| 3Y | +20.2% | -9.2% | +29.4% | +14.9% |
| All | +8.8% | +1.1% | +7.7% | -3.4% |
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