+8.3%
CNP vs ACI
-18.4%
+26.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.5% | -7.0% | -3.5% |
| 7D | -1.3% | +4.5% | -5.8% | -1.4% |
| 30D | +8.7% | +20.9% | -12.1% | +8.5% |
| 3M | -0.7% | +15.2% | -16.0% | -0.9% |
| 6M | -4.2% | -13.3% | +9.1% | -2.8% |
| YTD | +8.9% | -16.2% | +25.1% | +10.0% |
| 1Y | +8.3% | -16.9% | +25.2% | +9.4% |
| All | +8.3% | -18.4% | +26.8% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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