+8,301.9%
PH vs CNI
+6,783.7%
+1,518.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | +0.3% |
| 7D | +4.3% | +2.5% | +1.8% | +2.8% |
| 30D | +0.1% | +6.1% | -6.0% | -3.6% |
| 3M | -9.4% | +0.1% | -9.5% | -9.8% |
| 6M | +8.8% | +14.9% | -6.2% | -0.9% |
| YTD | +9.6% | +30.9% | -21.3% | -8.2% |
| 1Y | +14.4% | +33.9% | -19.5% | -5.6% |
| 3Y | +134.5% | +20.2% | +114.3% | +104.5% |
| 5Y | +204.4% | +8.2% | +196.3% | +181.4% |
| 10Y | +697.3% | +142.2% | +555.1% | +366.4% |
| All | +8,301.9% | +6,783.7% | +1,518.2% | +1,267.5% |
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