-15.1%
AMRZ vs CNI
+29.8%
-44.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -1.9% | -2.1% | +0.2% | -0.8% |
| 30D | -16.9% | -3.3% | -13.7% | -15.4% |
| 3M | -19.2% | +3.8% | -23.0% | -21.2% |
| 6M | -29.3% | +12.7% | -41.9% | -34.7% |
| YTD | -18.0% | +26.3% | -44.2% | -28.2% |
| 1Y | -15.1% | +29.9% | -45.0% | -26.7% |
| All | -15.1% | +29.8% | -44.9% | -26.7% |
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