-41.4%
PCOR vs CNI
+7.6%
-49.0%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.4% | -4.4% |
| 7D | -9.0% | -2.1% | -6.9% | -7.7% |
| 30D | +4.2% | -3.3% | +7.4% | +6.4% |
| 3M | +14.4% | +3.8% | +10.6% | +11.5% |
| 6M | +0.2% | +12.7% | -12.5% | -8.6% |
| YTD | -20.3% | +26.3% | -46.5% | -33.6% |
| 1Y | -16.1% | +29.9% | -46.0% | -31.9% |
| 3Y | -14.7% | +15.9% | -30.7% | -25.8% |
| All | -41.4% | +7.6% | -49.0% | -48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling