+213.9%
PAAS vs CNI
+21.8%
+192.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.7% |
| 7D | -5.2% | -1.1% | -4.1% | -4.7% |
| 30D | -13.9% | +7.6% | -21.6% | -17.0% |
| 3M | -23.8% | +1.6% | -25.3% | -24.4% |
| 6M | -36.4% | +16.6% | -53.0% | -41.6% |
| YTD | -23.4% | +31.3% | -54.6% | -33.7% |
| 1Y | +5.6% | +35.2% | -29.6% | -10.2% |
| All | +213.9% | +21.8% | +192.2% | +172.7% |
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