-17.2%
AMRZ vs CNI
+35.4%
-52.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.0% |
| 7D | -4.0% | +1.0% | -5.0% | -4.7% |
| 30D | +12.4% | +7.5% | +4.9% | +7.7% |
| 3M | -11.5% | +1.7% | -13.2% | -12.4% |
| 6M | -21.6% | +15.4% | -37.0% | -28.7% |
| YTD | -23.4% | +31.5% | -54.9% | -36.3% |
| 1Y | -17.2% | +32.8% | -50.0% | -31.5% |
| All | -17.2% | +35.4% | -52.5% | -31.5% |
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 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