+622.6%
PAAS vs CNI
+6,783.7%
-6,161.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -8.9% | +2.5% | -11.4% | -9.8% |
| 30D | -11.4% | +6.1% | -17.5% | -13.5% |
| 3M | -20.4% | +0.1% | -20.6% | -20.4% |
| 6M | -40.7% | +14.9% | -55.6% | -44.1% |
| YTD | -26.9% | +30.9% | -57.8% | -34.5% |
| 1Y | -3.1% | +33.9% | -37.0% | -14.0% |
| 3Y | +199.3% | +20.2% | +179.0% | +175.3% |
| 5Y | +48.3% | +8.2% | +40.1% | +41.6% |
| 10Y | +197.6% | +142.2% | +55.5% | +102.0% |
| All | +622.6% | +6,783.7% | -6,161.0% | +153.9% |
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 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