+8,345.0%
PH vs CNI
+6,541.6%
+1,803.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -3.1% | -2.1% | -1.0% | -1.8% |
| 30D | -3.2% | -3.3% | 0.0% | -1.4% |
| 3M | +10.6% | +3.8% | +6.8% | +7.7% |
| 6M | -2.1% | +12.7% | -14.8% | -9.7% |
| YTD | +10.2% | +26.3% | -16.1% | -5.4% |
| 1Y | +28.2% | +29.9% | -1.7% | +7.8% |
| 3Y | +134.9% | +15.9% | +118.9% | +109.8% |
| 5Y | +253.6% | +6.9% | +246.7% | +229.1% |
| 10Y | +804.7% | +126.8% | +677.9% | +451.1% |
| All | +8,345.0% | +6,541.6% | +1,803.4% | +1,309.2% |
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