-14.4%
PCOR vs CNI
+29.6%
-44.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.6% | +0.8% |
| 7D | +22.7% | +0.3% | +22.4% | +22.7% |
| 30D | +37.5% | +7.2% | +30.3% | +32.2% |
| 3M | +35.2% | -1.3% | +36.5% | +36.3% |
| 6M | +42.2% | +11.8% | +30.5% | +32.7% |
| YTD | +3.6% | +27.7% | -24.1% | -13.4% |
| 1Y | -4.8% | +33.5% | -38.2% | -23.0% |
| 3Y | +48.3% | +19.3% | +29.0% | +28.3% |
| 5Y | -20.1% | +3.1% | -23.2% | -25.8% |
| All | -14.4% | +29.6% | -44.0% | -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