+10.3%
CNI vs AMBA
-54.5%
+64.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.2% |
| 7D | -2.1% | -11.0% | +8.9% | -0.9% |
| 30D | -3.3% | -23.2% | +19.9% | -0.5% |
| 3M | +3.8% | -12.7% | +16.5% | +3.8% |
| 6M | +12.7% | +11.2% | +1.5% | +8.2% |
| YTD | +26.3% | -11.2% | +37.5% | +24.4% |
| 1Y | +29.9% | -22.5% | +52.4% | +28.8% |
| 3Y | +15.9% | -1.3% | +17.3% | +6.7% |
| All | +10.3% | -54.5% | +64.9% | +4.3% |
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