-36.2%
PCOR vs CNI
+28.3%
-64.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | -6.9% | +2.5% | -9.4% | -8.3% |
| 30D | -1.5% | -2.5% | +1.0% | 0.0% |
| 3M | +18.5% | +2.7% | +15.8% | +16.4% |
| 6M | -4.7% | +16.9% | -21.6% | -14.7% |
| YTD | -22.8% | +26.3% | -49.1% | -35.0% |
| 1Y | -20.7% | +31.1% | -51.8% | -35.3% |
| 3Y | -14.6% | +21.1% | -35.6% | -27.3% |
| 5Y | -40.7% | +11.0% | -51.8% | -46.8% |
| All | -36.2% | +28.3% | -64.4% | -42.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling