+165.9%
CNP vs ACI
+21.8%
+144.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +1.4% |
| 7D | +1.6% | -2.6% | +4.2% | +1.9% |
| 30D | -0.8% | +1.1% | -1.9% | -0.9% |
| 3M | -3.6% | -23.6% | +20.1% | -1.4% |
| 6M | -6.9% | -29.9% | +23.0% | -4.0% |
| YTD | +6.4% | -26.9% | +33.3% | +9.1% |
| 1Y | +9.9% | -34.2% | +44.2% | +13.9% |
| 3Y | +53.1% | -43.6% | +96.7% | +60.8% |
| 5Y | +72.0% | -42.4% | +114.3% | +78.4% |
| All | +165.9% | +21.8% | +144.1% | +159.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling