+13,683.6%
AMAT vs CNI
+6,541.6%
+7,142.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.2% | +4.2% |
| 7D | -1.5% | -2.1% | +0.6% | -0.2% |
| 30D | -14.8% | -3.3% | -11.5% | -13.1% |
| 3M | -9.3% | +3.8% | -13.1% | -11.9% |
| 6M | +27.4% | +12.7% | +14.7% | +17.3% |
| YTD | +77.6% | +26.3% | +51.3% | +51.8% |
| 1Y | +188.9% | +29.9% | +159.1% | +141.9% |
| 3Y | +202.3% | +15.9% | +186.3% | +169.7% |
| 5Y | +248.9% | +6.9% | +242.0% | +228.8% |
| 10Y | +1,585.2% | +126.8% | +1,458.4% | +931.8% |
| All | +13,683.6% | +6,541.6% | +7,142.0% | +1,094.0% |
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