+142.0%
CNI vs AMBA
+12.8%
+129.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.3% | -2.7% | +1.8% |
| 7D | +0.3% | 0.0% | +0.4% | +0.2% |
| 30D | +8.0% | -8.6% | +16.6% | +9.0% |
| 3M | +1.0% | -29.0% | +30.0% | +5.1% |
| 6M | +15.2% | -19.2% | +34.4% | +15.0% |
| YTD | +30.9% | -13.0% | +43.9% | +28.4% |
| 1Y | +36.2% | -31.3% | +67.4% | +37.4% |
| 3Y | +22.6% | +28.1% | -5.5% | +7.2% |
| 5Y | +6.4% | -69.4% | +75.8% | +8.8% |
| 10Y | +142.0% | +7.6% | +134.4% | +79.3% |
| All | +142.0% | +12.8% | +129.2% | +79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 10y: compounded portfolio wealth divided by compounded AMBA 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…
10y analysis · Full analysis span regression · 6 months rolling