+516.5%
PL vs CNI
+21.4%
+495.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.4% |
| 7D | +10.0% | +2.5% | +7.5% | +8.5% |
| 30D | -2.3% | +6.1% | -8.4% | -6.0% |
| 3M | -44.2% | +0.1% | -44.3% | -44.4% |
| 6M | -66.1% | +14.9% | -81.0% | -69.6% |
| YTD | -30.0% | +30.9% | -60.8% | -44.6% |
| 1Y | +21.0% | +33.9% | -12.9% | -6.6% |
| 3Y | +516.5% | +20.2% | +496.3% | +387.3% |
| All | +516.5% | +21.4% | +495.1% | +387.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling