+87.1%
PR vs CNI
+127.4%
-40.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -0.6% | +2.5% | -3.1% | -2.4% |
| 30D | +17.4% | -2.5% | +19.9% | +19.2% |
| 3M | +21.8% | +2.7% | +19.0% | +18.7% |
| 6M | +27.6% | +16.9% | +10.6% | +11.1% |
| YTD | +71.4% | +26.3% | +45.1% | +39.8% |
| 1Y | +78.3% | +31.1% | +47.2% | +40.3% |
| 3Y | +85.5% | +21.1% | +64.4% | +51.9% |
| 5Y | +422.7% | +11.0% | +411.6% | +359.5% |
| 10Y | +87.1% | +128.1% | -41.0% | +37.5% |
| All | +87.1% | +127.4% | -40.2% | +37.5% |
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 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