+247.2%
AMAT vs CNI
+7.6%
+239.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.2% | +4.2% |
| 7D | -1.5% | -2.1% | +0.6% | 0.0% |
| 30D | -14.8% | -3.3% | -11.5% | -12.8% |
| 3M | -9.3% | +3.8% | -13.1% | -12.5% |
| 6M | +27.4% | +12.7% | +14.7% | +15.1% |
| YTD | +77.6% | +26.3% | +51.3% | +46.2% |
| 1Y | +188.9% | +29.9% | +159.1% | +131.5% |
| 3Y | +202.3% | +15.9% | +186.3% | +159.1% |
| All | +247.2% | +7.6% | +239.6% | +211.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling