+15.5%
CNI vs PTEN
+87.9%
-72.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.9% |
| 7D | -0.4% | +3.5% | -3.8% | -0.8% |
| 30D | -2.7% | +17.5% | -20.2% | -4.7% |
| 3M | +3.9% | +12.7% | -8.8% | +1.9% |
| 6M | +16.4% | +33.1% | -16.7% | +10.7% |
| YTD | +25.8% | +116.4% | -90.6% | +11.3% |
| 1Y | +32.4% | +141.2% | -108.8% | +14.7% |
| 3Y | +19.1% | -3.8% | +22.9% | +14.1% |
| All | +15.5% | +87.9% | -72.4% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 PTEN 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