+61.4%
AMAT vs CNI
+37.5%
+23.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.1% | -5.4% | -3.7% |
| 7D | -11.2% | +3.7% | -15.0% | -11.9% |
| 30D | -31.9% | +8.1% | -40.0% | -33.3% |
| 3M | -32.3% | +1.9% | -34.2% | -32.4% |
| 6M | -5.4% | +19.2% | -24.6% | -12.7% |
| YTD | +44.3% | +32.7% | +11.5% | +26.1% |
| 1Y | +61.4% | +37.0% | +24.4% | +37.8% |
| All | +61.4% | +37.5% | +23.8% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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