+134.3%
CNI vs PSLV
+190.6%
-56.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.9% |
| 7D | -0.4% | -3.5% | +3.1% | +0.1% |
| 30D | -2.7% | -2.1% | -0.6% | -2.5% |
| 3M | +3.9% | -1.6% | +5.6% | +3.9% |
| 6M | +16.4% | -25.5% | +41.9% | +20.4% |
| YTD | +25.8% | -11.4% | +37.2% | +24.1% |
| 1Y | +32.4% | +48.6% | -16.2% | +18.1% |
| 3Y | +19.1% | +166.9% | -147.8% | -6.6% |
| 5Y | +13.6% | +152.4% | -138.8% | -11.3% |
| All | +134.3% | +190.6% | -56.2% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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