+1,678.6%
PBR vs CNI
+3,639.8%
-1,961.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.7% | +2.6% |
| 7D | +4.2% | -1.1% | +5.3% | +5.2% |
| 30D | +22.7% | -3.5% | +26.3% | +26.0% |
| 3M | +21.5% | +2.2% | +19.3% | +18.4% |
| 6M | +24.0% | +15.1% | +8.9% | +7.9% |
| YTD | +88.2% | +24.7% | +63.6% | +52.0% |
| 1Y | +74.8% | +33.4% | +41.4% | +32.7% |
| 3Y | +105.1% | +19.5% | +85.6% | +64.6% |
| 5Y | +572.2% | +12.6% | +559.7% | +439.1% |
| 10Y | +692.7% | +134.7% | +558.1% | +251.3% |
| All | +1,678.6% | +3,639.8% | -1,961.2% | +97.3% |
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