-57.3%
PINS vs CNI
+8.0%
-65.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.1% |
| 7D | -9.4% | -1.1% | -8.3% | -8.7% |
| 30D | -10.2% | +7.6% | -17.9% | -13.9% |
| 3M | -19.0% | +1.6% | -20.6% | -19.8% |
| 6M | -7.4% | +16.6% | -24.0% | -16.2% |
| YTD | -25.7% | +31.3% | -57.0% | -39.3% |
| 1Y | -29.7% | +35.2% | -64.9% | -43.9% |
| 3Y | -38.1% | +21.5% | -59.6% | -48.3% |
| 5Y | -57.3% | +8.5% | -65.7% | -63.1% |
| All | -57.3% | +8.0% | -65.2% | -63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling