+578.6%
CNI vs ACM
+230.8%
+347.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.3% |
| 7D | -2.1% | -3.7% | +1.6% | -0.7% |
| 30D | -3.3% | -11.1% | +7.8% | +0.3% |
| 3M | +3.8% | -8.0% | +11.8% | +5.9% |
| 6M | +12.7% | -29.7% | +42.3% | +25.8% |
| YTD | +26.3% | -29.4% | +55.6% | +39.8% |
| 1Y | +29.9% | -46.4% | +76.3% | +58.3% |
| 3Y | +15.9% | -22.3% | +38.3% | +21.7% |
| 5Y | +6.9% | +4.5% | +2.5% | -0.4% |
| 10Y | +126.8% | +127.6% | -0.9% | +48.7% |
| All | +578.6% | +230.8% | +347.8% | +245.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling