-37.8%
PL vs CNI
+1.6%
-39.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +2.5% | +12.0% | +13.6% |
| 7D | +10.9% | +0.3% | +10.6% | +10.5% |
| 30D | -16.4% | +8.0% | -24.4% | -18.7% |
| All | -37.8% | +1.6% | -39.4% | -38.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling