+8.3%
CNP vs ACI
-35.6%
+44.0%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.8% |
| 7D | +0.7% | -5.0% | +5.7% | +0.7% |
| 30D | -0.1% | -2.3% | +2.3% | 0.0% |
| 3M | -5.6% | -23.2% | +17.6% | -4.4% |
| 6M | -7.5% | -29.5% | +22.0% | -5.7% |
| YTD | +5.5% | -28.6% | +34.1% | +7.1% |
| 1Y | +8.3% | -34.0% | +42.4% | +10.2% |
| All | +8.3% | -35.6% | +44.0% | +10.2% |
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