+8.8%
CNI vs AMBA
-69.7%
+78.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.1% | -0.3% |
| 7D | +2.5% | +2.7% | -0.2% | +2.2% |
| 30D | +6.1% | -2.2% | +8.3% | +6.2% |
| 3M | +0.1% | -26.6% | +26.8% | +3.1% |
| 6M | +14.9% | -26.8% | +41.7% | +16.3% |
| YTD | +30.9% | -15.1% | +46.0% | +29.0% |
| 1Y | +33.9% | -32.3% | +66.2% | +35.3% |
| 3Y | +20.2% | +19.8% | +0.4% | +6.8% |
| All | +8.8% | -69.7% | +78.5% | +5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling