-30.3%
PL vs CNI
+12.1%
-42.5%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.4% | -1.2% |
| 7D | -9.3% | -2.1% | -7.2% | -9.6% |
| 30D | -18.9% | -3.3% | -15.7% | -19.3% |
| 3M | -58.4% | +3.8% | -62.2% | -58.0% |
| 6M | -30.3% | +12.7% | -43.0% | -29.2% |
| All | -30.3% | +12.1% | -42.5% | -29.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling