-14.8%
PNR vs CNI
+19.7%
-34.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.7% |
| 7D | -6.0% | -0.4% | -5.7% | -5.8% |
| 30D | -14.0% | -2.7% | -11.3% | -12.7% |
| 3M | -21.7% | +3.9% | -25.6% | -23.4% |
| 6M | -37.3% | +16.4% | -53.6% | -42.5% |
| YTD | -45.1% | +25.8% | -70.9% | -51.9% |
| 1Y | -49.1% | +32.4% | -81.5% | -56.7% |
| 3Y | -14.8% | +19.1% | -33.9% | -25.0% |
| All | -14.8% | +19.7% | -34.6% | -25.0% |
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 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