-8.7%
PEG vs CNI
+33.8%
-42.6%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.3% |
| 7D | -0.9% | -0.4% | -0.5% | -0.8% |
| 30D | -3.7% | -2.7% | -1.0% | -3.2% |
| 3M | -7.3% | +3.9% | -11.2% | -8.4% |
| 6M | -10.5% | +16.4% | -26.8% | -14.0% |
| YTD | -7.5% | +25.8% | -33.3% | -12.2% |
| 1Y | -8.7% | +32.4% | -41.1% | -13.8% |
| All | -8.7% | +33.8% | -42.6% | -13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling