+11,876.1%
AMAT vs CNI
+6,804.3%
+5,071.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.6% | +5.4% | +5.7% |
| 7D | +7.0% | -1.1% | +8.0% | +7.9% |
| 30D | -20.6% | +7.6% | -28.2% | -24.3% |
| 3M | -24.8% | +1.6% | -26.3% | -25.8% |
| 6M | -10.7% | +16.6% | -27.3% | -19.6% |
| YTD | +54.3% | +31.3% | +23.0% | +28.3% |
| 1Y | +73.7% | +35.2% | +38.5% | +41.9% |
| 3Y | +168.4% | +21.5% | +146.9% | +132.6% |
| 5Y | +167.6% | +8.5% | +159.1% | +149.9% |
| 10Y | +1,425.2% | +142.9% | +1,282.3% | +795.5% |
| All | +11,876.1% | +6,804.3% | +5,071.8% | +909.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling