-34.1%
PCOR vs CNI
+28.2%
-62.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.4% | -4.4% |
| 7D | -9.0% | -2.1% | -6.9% | -7.8% |
| 30D | +4.2% | -3.3% | +7.4% | +6.3% |
| 3M | +14.4% | +3.8% | +10.6% | +11.6% |
| 6M | +0.2% | +12.7% | -12.5% | -8.1% |
| YTD | -20.3% | +26.3% | -46.5% | -32.9% |
| 1Y | -16.1% | +29.9% | -46.0% | -31.0% |
| 3Y | -14.7% | +15.9% | -30.7% | -25.1% |
| 5Y | -43.2% | +6.9% | -50.1% | -48.7% |
| All | -34.1% | +28.2% | -62.3% | -40.2% |
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