+295.7%
AMD vs CNI
+18.9%
+276.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.9% | +13.0% | +12.0% |
| 7D | -11.0% | +0.3% | -11.3% | -11.2% |
| 30D | -30.5% | +7.2% | -37.7% | -33.3% |
| 3M | -8.2% | -1.3% | -6.9% | -7.8% |
| 6M | +6.6% | +11.8% | -5.2% | -2.2% |
| YTD | +109.7% | +27.7% | +82.0% | +74.0% |
| 1Y | +88.9% | +33.5% | +55.4% | +51.3% |
| All | +295.7% | +18.9% | +276.8% | +256.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling