+95.5%
AMD vs CNI
+37.5%
+57.9%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.8% |
| 7D | -15.5% | +3.7% | -19.2% | -15.8% |
| 30D | -22.6% | +8.1% | -30.7% | -23.4% |
| 3M | -5.7% | +1.9% | -7.6% | -5.4% |
| 6M | +43.1% | +19.2% | +23.9% | +34.5% |
| YTD | +128.2% | +32.7% | +95.5% | +108.0% |
| 1Y | +95.5% | +37.0% | +58.5% | +72.1% |
| All | +95.5% | +37.5% | +57.9% | +72.1% |
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