-13.1%
PCOR vs CNI
+32.9%
-46.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.5% | -1.0% | 0.0% |
| 7D | +22.2% | +0.3% | +21.9% | +22.1% |
| 30D | +36.0% | +8.0% | +28.0% | +30.2% |
| 3M | +34.0% | +1.0% | +33.0% | +33.2% |
| 6M | +43.5% | +15.2% | +28.3% | +31.6% |
| YTD | +5.1% | +30.9% | -25.8% | -13.4% |
| 1Y | -3.9% | +36.2% | -40.1% | -23.2% |
| 3Y | +52.9% | +22.6% | +30.3% | +30.2% |
| 5Y | -18.7% | +6.4% | -25.1% | -25.8% |
| All | -13.1% | +32.9% | -46.0% | -22.9% |
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