-16.0%
PCG vs CNI
+37.5%
-53.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.3% |
| 7D | +1.9% | +3.7% | -1.8% | +0.9% |
| 30D | +8.5% | +8.1% | +0.4% | +6.3% |
| 3M | -22.9% | +1.9% | -24.8% | -23.2% |
| 6M | -16.8% | +19.2% | -35.9% | -21.3% |
| YTD | -15.8% | +32.7% | -48.5% | -24.0% |
| 1Y | -16.0% | +37.0% | -53.0% | -24.4% |
| All | -16.0% | +37.5% | -53.5% | -24.4% |
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