+19.6%
PL vs CNI
+3.9%
+15.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.9% | +12.3% | +11.7% |
| 7D | -6.8% | +0.3% | -7.1% | -7.3% |
| 30D | -29.3% | +7.2% | -36.5% | -33.1% |
| 3M | -44.8% | -1.3% | -43.4% | -44.5% |
| 6M | -68.4% | +11.8% | -80.2% | -71.4% |
| YTD | -36.4% | +27.7% | -64.0% | -49.3% |
| 1Y | +0.7% | +33.5% | -32.8% | -23.2% |
| 3Y | +455.3% | +19.3% | +436.0% | +367.2% |
| All | +19.6% | +3.9% | +15.7% | +9.0% |
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