+1,756.0%
PEG vs CNI
+6,494.7%
-4,738.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.1% |
| 7D | -0.1% | +0.9% | -0.9% | -0.3% |
| 30D | -1.7% | -2.1% | +0.4% | -1.2% |
| 3M | -6.8% | +1.8% | -8.6% | -7.4% |
| 6M | -11.4% | +14.8% | -26.2% | -15.0% |
| YTD | -7.2% | +25.4% | -32.6% | -13.4% |
| 1Y | -6.1% | +32.9% | -39.1% | -14.0% |
| 3Y | +31.8% | +20.2% | +11.6% | +22.9% |
| 5Y | +35.6% | +12.2% | +23.5% | +28.0% |
| 10Y | +148.7% | +136.0% | +12.7% | +87.9% |
| All | +1,756.0% | +6,494.7% | -4,738.7% | +753.8% |
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 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