+6.6%
PL vs CNI
+35.4%
-28.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | +5.6% | +0.4% | +5.2% | +5.6% |
| 30D | -16.9% | +7.6% | -24.6% | -16.6% |
| 3M | -38.2% | +1.9% | -40.1% | -38.2% |
| 6M | -63.4% | +14.8% | -78.2% | -63.1% |
| YTD | -27.6% | +30.5% | -58.1% | -24.3% |
| 1Y | +6.6% | +36.5% | -29.9% | +10.1% |
| All | +6.6% | +35.4% | -28.8% | +10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling