+128.1%
CNI vs AMBA
-5.3%
+133.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | +2.5% | -6.4% | +8.9% | +3.4% |
| 30D | -2.5% | -26.8% | +24.3% | +1.5% |
| 3M | +2.7% | -7.6% | +10.3% | +2.0% |
| 6M | +16.9% | +21.2% | -4.2% | +10.3% |
| YTD | +26.3% | -10.4% | +36.7% | +24.0% |
| 1Y | +31.1% | -24.4% | +55.5% | +30.5% |
| 3Y | +21.1% | +6.0% | +15.1% | +9.5% |
| 5Y | +11.0% | -53.9% | +64.9% | +6.3% |
| 10Y | +128.1% | -6.2% | +134.3% | +75.4% |
| All | +128.1% | -5.3% | +133.4% | +75.4% |
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