+778.2%
PM vs CNI
+612.7%
+165.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.3% | +0.8% |
| 7D | -1.2% | +0.9% | -2.0% | -1.5% |
| 30D | -0.2% | -2.1% | +2.0% | +0.5% |
| 3M | +4.9% | +1.8% | +3.1% | +4.2% |
| 6M | +9.0% | +14.8% | -5.8% | +3.5% |
| YTD | +17.8% | +25.4% | -7.6% | +8.2% |
| 1Y | +16.8% | +32.9% | -16.1% | +4.9% |
| 3Y | +125.4% | +20.2% | +105.3% | +105.7% |
| 5Y | +128.7% | +12.2% | +116.5% | +110.3% |
| 10Y | +211.8% | +136.0% | +75.8% | +109.7% |
| All | +778.2% | +612.7% | +165.5% | +260.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling