+891.8%
PNR vs CNI
+6,457.9%
-5,566.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.1% |
| 7D | -5.5% | -1.1% | -4.4% | -4.9% |
| 30D | -15.6% | -3.5% | -12.0% | -13.9% |
| 3M | -20.2% | +2.2% | -22.4% | -21.2% |
| 6M | -36.6% | +15.1% | -51.7% | -41.5% |
| YTD | -45.0% | +24.7% | -69.7% | -51.5% |
| 1Y | -47.4% | +33.4% | -80.8% | -55.4% |
| 3Y | -13.7% | +19.5% | -33.2% | -23.0% |
| 5Y | -20.8% | +12.6% | -33.4% | -27.5% |
| 10Y | +65.2% | +134.7% | -69.5% | +1.3% |
| All | +891.8% | +6,457.9% | -5,566.1% | +87.5% |
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