+123.4%
PM vs CNI
+19.3%
+104.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.3% | +0.6% |
| 7D | -1.2% | +0.9% | -2.0% | -1.3% |
| 30D | -0.2% | -2.1% | +2.0% | +0.1% |
| 3M | +4.9% | +1.8% | +3.1% | +4.7% |
| 6M | +9.0% | +14.8% | -5.8% | +7.4% |
| YTD | +17.8% | +25.4% | -7.6% | +15.1% |
| 1Y | +16.8% | +32.9% | -16.1% | +13.6% |
| All | +123.4% | +19.3% | +104.0% | +109.1% |
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 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