+72.9%
PBR vs CNI
+37.5%
+35.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +2.1% | -9.1% | -6.8% |
| 7D | -11.0% | +3.7% | -14.7% | -10.7% |
| 30D | -18.8% | +8.1% | -26.9% | -18.3% |
| 3M | +7.8% | +1.9% | +6.0% | +8.1% |
| 6M | -7.6% | +19.2% | -26.8% | -6.9% |
| YTD | +72.7% | +32.7% | +39.9% | +69.2% |
| 1Y | +72.9% | +37.0% | +35.9% | +69.0% |
| All | +72.9% | +37.5% | +35.4% | +69.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling