+889.3%
PAAS vs CNI
+6,541.6%
-5,652.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.5% |
| 7D | -2.9% | -2.1% | -0.8% | -2.0% |
| 30D | +6.8% | -3.3% | +10.1% | +8.2% |
| 3M | -2.9% | +3.8% | -6.7% | -4.6% |
| 6M | -16.4% | +12.7% | -29.1% | -20.6% |
| YTD | 0.0% | +26.3% | -26.2% | -9.1% |
| 1Y | +54.3% | +29.9% | +24.4% | +38.4% |
| 3Y | +230.7% | +15.9% | +214.7% | +208.6% |
| 5Y | +111.6% | +6.9% | +104.7% | +102.8% |
| 10Y | +211.7% | +126.8% | +84.9% | +117.3% |
| All | +889.3% | +6,541.6% | -5,652.2% | +252.6% |
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