+1,321.9%
AMAT vs CNI
+140.9%
+1,181.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.3% | -2.4% |
| 7D | +11.4% | +2.5% | +8.8% | +9.4% |
| 30D | -17.0% | +6.1% | -23.2% | -21.0% |
| 3M | -30.6% | +0.1% | -30.7% | -31.0% |
| 6M | -14.9% | +14.9% | -29.9% | -25.0% |
| YTD | +44.7% | +30.9% | +13.8% | +13.5% |
| 1Y | +66.9% | +33.9% | +33.0% | +28.3% |
| 3Y | +153.3% | +20.2% | +133.1% | +109.1% |
| 5Y | +146.2% | +8.2% | +138.1% | +121.6% |
| All | +1,321.9% | +140.9% | +1,181.0% | +591.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling