+252.0%
PAAS vs CNI
+19.3%
+232.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.5% | +4.1% |
| 7D | +2.6% | +0.9% | +1.8% | +2.2% |
| 30D | +2.5% | -2.1% | +4.6% | +3.5% |
| 3M | +15.1% | +1.8% | +13.3% | +13.4% |
| 6M | -12.1% | +14.8% | -26.9% | -19.1% |
| YTD | +3.1% | +25.4% | -22.3% | -9.2% |
| 1Y | +50.8% | +32.9% | +17.9% | +28.4% |
| All | +252.0% | +19.3% | +232.6% | +213.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 3y: compounded portfolio wealth divided by compounded CNI 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…
3y analysis · Full analysis span regression · 6 months rolling