+74.4%
CNP vs ACI
-42.9%
+117.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | +1.1% | +0.2% | +0.9% | +1.1% |
| 30D | -1.8% | +5.9% | -7.7% | -2.5% |
| 3M | -4.6% | -19.8% | +15.1% | -2.5% |
| 6M | -8.8% | -24.7% | +15.9% | -6.2% |
| YTD | +5.2% | -24.4% | +29.6% | +8.1% |
| 1Y | +8.3% | -31.5% | +39.8% | +12.6% |
| 3Y | +54.9% | -38.7% | +93.6% | +63.1% |
| All | +74.4% | -42.9% | +117.4% | +82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling