+169.5%
CNP vs ACI
+29.9%
+139.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.4% | +5.1% | +2.0% |
| 7D | -4.2% | -2.2% | -2.0% | -4.0% |
| 30D | +5.5% | +10.3% | -4.8% | +4.5% |
| 3M | +0.6% | +7.2% | -6.6% | -0.2% |
| 6M | -2.8% | -18.0% | +15.2% | -1.4% |
| YTD | +7.9% | -22.0% | +29.8% | +9.8% |
| 1Y | +6.7% | -23.4% | +30.0% | +8.8% |
| 3Y | +61.1% | -35.8% | +97.0% | +66.9% |
| 5Y | +73.0% | -43.7% | +116.6% | +79.0% |
| All | +169.5% | +29.9% | +139.6% | +161.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling