-12.2%
PCOR vs CNI
+33.5%
-45.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.5% |
| 7D | +2.2% | +1.0% | +1.1% | +1.5% |
| 30D | +37.4% | +7.5% | +30.0% | +31.9% |
| 3M | +33.2% | +1.7% | +31.5% | +31.9% |
| 6M | +60.6% | +15.4% | +45.2% | +47.1% |
| YTD | +6.2% | +31.5% | -25.3% | -12.8% |
| 1Y | -1.1% | +32.8% | -33.9% | -19.4% |
| 3Y | +48.4% | +21.7% | +26.7% | +27.0% |
| 5Y | -13.1% | +8.7% | -21.8% | -21.5% |
| All | -12.2% | +33.5% | -45.7% | -22.3% |
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 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