+70.3%
PR vs CNI
+140.5%
-70.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.3% | +1.2% |
| 7D | -9.5% | +0.4% | -9.9% | -9.9% |
| 30D | -5.7% | +7.6% | -13.3% | -11.1% |
| 3M | +3.0% | +1.9% | +1.1% | +0.8% |
| 6M | +11.8% | +14.8% | -3.0% | -0.6% |
| YTD | +58.5% | +30.5% | +28.0% | +25.1% |
| 1Y | +69.9% | +36.5% | +33.4% | +29.0% |
| 3Y | +84.9% | +20.7% | +64.2% | +51.6% |
| 5Y | +246.4% | +7.0% | +239.4% | +212.7% |
| 10Y | +70.3% | +136.0% | -65.7% | +18.2% |
| All | +70.3% | +140.5% | -70.2% | +18.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling