+6,430.4%
CNI vs PTEN
+440.6%
+5,989.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.9% | -1.1% |
| 7D | +0.9% | -1.7% | +2.5% | +1.1% |
| 30D | -2.1% | +18.6% | -20.7% | -4.8% |
| 3M | +1.8% | +12.5% | -10.6% | -0.8% |
| 6M | +14.8% | +41.9% | -27.1% | +7.0% |
| YTD | +25.4% | +117.8% | -92.4% | +9.1% |
| 1Y | +32.9% | +145.3% | -112.4% | +12.9% |
| 3Y | +20.2% | -2.8% | +23.0% | +14.1% |
| 5Y | +12.2% | +93.4% | -81.3% | -9.1% |
| 10Y | +136.0% | -16.6% | +152.6% | +82.9% |
| All | +6,430.4% | +440.6% | +5,989.9% | +3,440.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling