+9,557.6%
AME vs CNI
+6,544.5%
+3,013.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +2.8% | +2.5% | +0.3% | +1.5% |
| 30D | -6.3% | -2.5% | -3.8% | -5.1% |
| 3M | +5.4% | +2.7% | +2.7% | +3.7% |
| 6M | +7.4% | +16.9% | -9.5% | -1.1% |
| YTD | +16.2% | +26.3% | -10.2% | +2.7% |
| 1Y | +26.8% | +31.1% | -4.3% | +9.8% |
| 3Y | +57.5% | +21.1% | +36.4% | +40.0% |
| 5Y | +84.8% | +11.0% | +73.8% | +69.7% |
| 10Y | +424.3% | +128.1% | +296.2% | +242.0% |
| All | +9,557.6% | +6,544.5% | +3,013.2% | +2,154.5% |
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