+949.1%
PEP vs CNI
+6,541.6%
-5,592.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | -1.4% | -2.1% | +0.7% | -0.9% |
| 30D | +0.2% | -3.3% | +3.5% | +1.1% |
| 3M | -1.1% | +3.8% | -4.9% | -2.1% |
| 6M | -13.5% | +12.7% | -26.1% | -16.3% |
| YTD | -1.2% | +26.3% | -27.5% | -7.3% |
| 1Y | -1.6% | +29.9% | -31.4% | -8.5% |
| 3Y | -12.5% | +15.9% | -28.5% | -17.1% |
| 5Y | +3.0% | +6.9% | -3.9% | -1.3% |
| 10Y | +73.9% | +126.8% | -52.9% | +36.1% |
| All | +949.1% | +6,541.6% | -5,592.5% | +264.9% |
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