+201.5%
AMD vs CNI
+3.9%
+197.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.9% | +13.0% | +12.5% |
| 7D | -11.0% | +0.3% | -11.3% | -11.3% |
| 30D | -30.5% | +7.2% | -37.7% | -34.5% |
| 3M | -8.2% | -1.3% | -6.9% | -7.9% |
| 6M | +6.6% | +11.8% | -5.2% | -5.0% |
| YTD | +109.7% | +27.7% | +82.0% | +63.8% |
| 1Y | +88.9% | +33.5% | +55.4% | +41.2% |
| 3Y | +301.8% | +19.3% | +282.5% | +223.4% |
| All | +201.5% | +3.9% | +197.6% | +173.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling