+603.3%
CNI vs ACM
+252.1%
+351.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -0.7% |
| 7D | +2.5% | +5.6% | -3.1% | +0.5% |
| 30D | +6.1% | +20.8% | -14.7% | -0.8% |
| 3M | +0.1% | +11.4% | -11.3% | -4.0% |
| 6M | +14.9% | +0.9% | +14.0% | +13.1% |
| YTD | +30.9% | -24.8% | +55.7% | +41.5% |
| 1Y | +33.9% | -46.4% | +80.3% | +63.3% |
| 3Y | +20.2% | -9.2% | +29.4% | +19.1% |
| 5Y | +8.2% | +5.0% | +3.2% | +0.6% |
| 10Y | +142.2% | +130.6% | +11.6% | +58.5% |
| All | +603.3% | +252.1% | +351.2% | +249.3% |
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