+797.8%
PH vs CNI
+138.2%
+659.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.0% |
| 7D | -1.3% | -0.4% | -0.9% | -1.0% |
| 30D | -11.0% | -2.7% | -8.3% | -9.2% |
| 3M | +5.5% | +3.9% | +1.6% | +1.9% |
| 6M | +1.5% | +16.4% | -14.9% | -10.9% |
| YTD | +8.8% | +25.8% | -17.0% | -10.5% |
| 1Y | +24.5% | +32.4% | -7.9% | -2.2% |
| 3Y | +141.2% | +19.1% | +122.1% | +102.1% |
| 5Y | +256.3% | +13.6% | +242.7% | +202.6% |
| All | +797.8% | +138.2% | +659.6% | +326.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling