+658.1%
PAAS vs CNI
+6,804.3%
-6,146.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.6% |
| 7D | -5.2% | -1.1% | -4.1% | -4.8% |
| 30D | -13.9% | +7.6% | -21.6% | -16.4% |
| 3M | -23.8% | +1.6% | -25.3% | -24.2% |
| 6M | -36.4% | +16.6% | -53.0% | -40.4% |
| YTD | -23.4% | +31.3% | -54.6% | -31.4% |
| 1Y | +5.6% | +35.2% | -29.6% | -6.6% |
| 3Y | +209.7% | +21.5% | +188.2% | +183.7% |
| 5Y | +55.6% | +8.5% | +47.1% | +48.4% |
| 10Y | +212.2% | +142.9% | +69.3% | +111.7% |
| All | +658.1% | +6,804.3% | -6,146.2% | +166.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling