+39.4%
PPL vs CNI
+7.6%
+31.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +2.7% | -2.1% | +4.8% | +3.2% |
| 30D | +0.5% | -3.3% | +3.7% | +1.3% |
| 3M | +0.7% | +3.8% | -3.1% | -0.4% |
| 6M | -7.6% | +12.7% | -20.3% | -10.8% |
| YTD | +1.8% | +26.3% | -24.5% | -4.9% |
| 1Y | -0.8% | +29.9% | -30.6% | -8.2% |
| 3Y | +56.9% | +15.9% | +40.9% | +47.7% |
| All | +39.4% | +7.6% | +31.9% | +30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling