+96.6%
AMCR vs CNI
+285.8%
-189.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -5.0% | -1.1% | -3.9% | -4.5% |
| 30D | -8.0% | -3.5% | -4.4% | -6.7% |
| 3M | +14.3% | +2.2% | +12.1% | +13.2% |
| 6M | +5.3% | +15.1% | -9.8% | -0.2% |
| YTD | +7.7% | +24.7% | -16.9% | -1.1% |
| 1Y | +10.8% | +33.4% | -22.5% | -0.9% |
| 3Y | +9.6% | +19.5% | -9.9% | +1.3% |
| 5Y | -10.2% | +12.6% | -22.7% | -15.7% |
| 10Y | +16.5% | +134.7% | -118.2% | -3.4% |
| All | +96.6% | +285.8% | -189.2% | +59.5% |
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