+193.4%
AMAT vs CNI
+29.6%
+163.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +3.9% | +4.0% |
| 7D | +7.0% | +2.5% | +4.5% | +6.2% |
| 30D | -12.2% | -2.5% | -9.7% | -11.6% |
| 3M | -3.8% | +2.7% | -6.6% | -5.4% |
| 6M | +45.9% | +16.9% | +29.0% | +35.6% |
| YTD | +84.6% | +26.3% | +58.3% | +68.9% |
| 1Y | +193.4% | +31.1% | +162.3% | +166.4% |
| All | +193.4% | +29.6% | +163.8% | +166.4% |
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