+55.6%
PAAS vs CNI
+8.0%
+47.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.7% |
| 7D | -5.2% | -1.1% | -4.1% | -4.6% |
| 30D | -13.9% | +7.6% | -21.6% | -17.4% |
| 3M | -23.8% | +1.6% | -25.3% | -24.5% |
| 6M | -36.4% | +16.6% | -53.0% | -42.0% |
| YTD | -23.4% | +31.3% | -54.6% | -34.7% |
| 1Y | +5.6% | +35.2% | -29.6% | -11.7% |
| 3Y | +209.7% | +21.5% | +188.2% | +173.0% |
| 5Y | +55.6% | +8.5% | +47.1% | +41.8% |
| All | +55.6% | +8.0% | +47.6% | +41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling