-44.6%
PNR vs CNI
+29.8%
-74.4%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.2% |
| 7D | -2.4% | -2.1% | -0.3% | -1.4% |
| 30D | -12.8% | -3.3% | -9.5% | -11.3% |
| 3M | -17.0% | +3.8% | -20.8% | -18.6% |
| 6M | -37.4% | +12.7% | -50.1% | -41.3% |
| YTD | -41.6% | +26.3% | -67.9% | -48.3% |
| 1Y | -44.6% | +29.9% | -74.5% | -51.4% |
| All | -44.6% | +29.8% | -74.4% | -51.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling